William Gosse Hay was born at Linden, South Australia. The second son of Alexander and Agnes Grant Hay (q.v.), he was educated privately until 1889 when he began attendance at the Melbourne Church of England Grammar School. In 1895 he entered Trinity College, Cambridge, receiving a BA three years later.
Hay returned to South Australia in 1901, determined to become a 'man of letters' despite little success with his early fiction and poetry. He is best-known for his convict novels, for which he conducted extensive research. He published the first Stifled Laughter in 1901, and completed the others, Herridge of Reality Swamp (1907), Captain Quadring (1912) and The Escape of the Notorious Sir William Heans (1919) in the next decade. His exploration of an individual's struggle to protect his identity in conditions hostile to that individual's ideology was also examined in the miscellaneous collection An Australian Rip Van Winkle and Other Pieces (1921). Hay's books were well received in England (where they were published), but they received little attention in Australia until the 1950s when The Escape of the Notorious Sir William Heans was re-issued. An unfinished and unpublished novel 'The Return of Robert Wasterton' is held by the Mortlock Library, South Australia. 'It deals with his own times and is based on his own experiences of returning to Australia after his years at Trinity College, Cambridge' (Anthony Laube, State Library of South Australia).
Fot the last twenty years of his life, Hay lived in seclusion near Victor Harbor, South Australia. He died there in 1945 after suffering from the effects of over-exertion when fighting a bush fire.