Keay was born in Whiteinch, Scotland and played as a youth for various local sides before starting his professional career at nearby Partick Thistle.
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In the spring of 1895, Charles Robson, the newly appointed secretary/manager of Southampton St. Mary's, and Alfred McMinn, one of the club committee, visited the Midlands in search of new players to strengthen the team ready for their second season in the Southern League.
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He later became a shipwright for Camper and Nicholsons at Shamrock Quay and in 1923 he also coached Southampton's reserves.