She joined the venerable firm in 1970, initially as librarian and cataloguer, and worked for many years with Clovis Whitfield.
Among the results of their collaboration were the exhibitions on England and the Seicento in 1973, and Old Master Drawings from Holkham in 1977, which was the first time the drawings had been seen in public for 30 years.
They were later acquired by a consortium of British museums.
Specialising in Old Master drawings, fluent in French and Italian, and with brilliant people skills, Gay dealt with many private collectors, among them Louis- Antoine Prat in Paris, and members of the Etro family (who eventually bought the Agnew’s building at 43 Old Bond Street from the family in 2008).
She was one of the first outside the Agnew family to be appointed a director of the firm, in 1987, and became a part-time consultant in 2008.
Besides her dealing talents, she organised the Agnew’s stand at many international fairs, including Grosvenor House, TEFAF Maastricht, the Salon du Dessin in Paris, the Paris Biennale, and the Palazzo Strozzi Fair in Florence.
Among her many clients were major North American museums, including the Art Institute of Chicago and the Art Gallery of Ontario in Toronto. She enjoyed an especially close relationship with Jacob Bean at the Metropolitan Museum in New York.
As well as her many catalogues for Agnew’s, she published a masterly summation of the work of Jean-Simeon Chardin in 1996.
One of her proudest achievements was the formation of a private collection in England of paintings and drawings, part of which was published in 2013 as David Roberts, Travels in The Holy Land, Watercolours from a Private Collection.
More recently, she was working on the catalogue raisonné of the paintings of Eliot Hodgkin, but sadly had to relinquish the task owing to her terminal illness.
There will be a memorial service at Farm Street Church to coincide with London Art Week in early July.