Bay was born in Saint-Germain-en-Laye, Yvelines. He joined the National Front at 15, in 1992. He soon became the leader of the National Front's youth wing in the Yvelines and Ile-de-France region. In 1998, along with Guillaume Peltier, he founded the Youth Christian Action Association, a movement which opposed the PACS and euthanasia. It claimed around 250 members and was close to the National Republican Movement, led by Bruno Mégret. In 1998, during the FN split, he joined Bruno Mégret's National Republican Movement, first as deputy national director of the National Movement of Youth and later as responsible for elections within the party. He was one of the two MNR municipal councillors elected in Sartrouville in the 2001 French municipal elections when his list won 11.3% of the votes. He was candidate in the Yvelines' 5th constituency in the 2002 elections. In the 2004 regional election he was the MNR's top candidate in Ile-de-France, winning 1.18% of the vote. As the MNR's top candidate in the Île-de-France European constituency in the 2004 European election, he won only 0.28% of the vote. He retained his seat in the Sartrouville municipal council in the 2008 local elections, but his list won only 5.2% of the vote. As a result, he is the MNR's only local councillor in French municipalities with more than 3,000 inhabitants. Upon Mégret's resignation from the leadership of the MNR in May 2008, Bay and his allies won leadership of the party. However, due to his increasing contacts with the FN and Marine Le Pen in particular, the party council decided to remove him from the party in September 2008. Although he is not a member of the FN, instead head of a political club, he was on the FN's list in the North-West constituency in the 2009 European election. Despite protests from within the party, he was selected to be National Front's candidate in Haute-Normandie for the 2010 regional elections. As a member of the eurosceptic National Rally, he firmly supported the United Kingdom'sBrexit decision.
March 2001: First candidature, as list's head, in municipal elections in Sartrouville, Yvelines, first election as Municipal Counsellor. Re-elected in March 2008
21 March 2010: Elected Regional Counsellor in Upper Normandy, President of FN's group in the Council
23 March 2014: Elected Municipal Counsellor in Elbeuf and Communal Counsellor CREA. Respecting the new law about not cumulating offices, Nicolas Bay dropped his municipal Counsellor office in Elbeuf the 16 March 2015
25 May 2014: Elected French deputy in the European Parliament. Member of the ITRE commission. Member of interparliamentary ACP-EU delegation and substitute member of relation with Israel delegation
December 2015: Leads FN's list in Normandy for the regional elections, winning 27.50% of the vote in the second round. President of FN's group in the regional Council of Normandy
