Bay was born in Saint-Germain-en-Laye, Yvelines. He joined the National Front at 15, in 1992.^[1] He soon became the leader of the National Front's youth wing (FNJ) in the Yvelines and Île-de-France region.^{[citation needed]}

In 1998, along with Guillaume Peltier, he founded the Youth Christian Action Association (AJAC), a movement which opposed the PACS and euthanasia.^{[citation needed]} It claimed around 250 members and was close to the National Republican Movement (MNR), led by Bruno Mégret.^{[citation needed]}

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 (youth branch of the MNR) and later as responsible for elections within the party. He was one of the two MNR municipal councillors elected in Sartrouville (Yvelines) 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 Île-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.^{[citation needed]}

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.^{[citation needed]} Although he is not a member of the FN, instead head of a political club ('National Convergences'), he was on the FN's list (led by Marine Le Pen) in the North-West constituency in the 2009 European election.^{[citation needed]}

Despite protests from within the party, he was selected to be National Front's candidate in Upper Normandy for the 2010 regional elections.^[2]

As a eurosceptic, he firmly defended the United Kingdom's Brexit decision.^[3]

He was a boy scout^[1] in the Scouts Unitaires de France.

He is a self-declared Roman Catholic,^[1] and he participated^[1] in the protests against same-sex marriage law in 2013.^[4]

He married in 2008 and has 3 children.^[5]

On 15 February 2022, French media reported that Bay had been suspended from the National Rally due to his alleged support of Le Pen's challenger Éric Zemmour. He considered these accusations unfounded. The next day, he filed a complaint and lawsuit against the RN for defamation.

On 16 February 2022, he announced his support for candidate Éric Zemmour for the presidential election and join Reconquête where he was named Vice-President.

• March 2001: First candidature, as list's head, in municipal elections in Sartrouville, Yvelines (11.3%), first election as Municipal Counsellor. Re-elected in March 2008^{[citation needed]}
• 21 March 2010: Elected Regional Counsellor in Upper Normandy (14.3%), President of FN's group in the Council^{[citation needed]}
• 23 March 2014: Elected Municipal Counsellor in Elbeuf and Communal Counsellor CREA (Community of the agglomeration Rouen Elbeuf Austreberthe). Respecting the new law about not cumulating offices, Nicolas Bay dropped his municipal Counsellor office in Elbeuf the 16 March 2015^{[citation needed]}
• 25 May 2014: Elected French deputy in the European Parliament (running on Marine Le Pen's North-West France list, 33,62%). 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 (three ways election). President of FN's group in the regional Council of Normandy

• 1997-1998: Departmental Secretary for the Front National's youth wing (FNJ) in the Yvelines
• 2005-2008: General Secretary of the National Republican Movement (MNR)
• 2008: Creation of Convergences nationales (CN) and support to Jean-Marie Le Pen's presidential candidature
• Since 20 January 2011: Member of National Rally's political bureau
• 10 January 2012 - 22 April 2012: Spokesman of Marine Le Pen's presidential campaign
• 8 December 2012: named Assistant General Secretary of the National Front, in charge of regional federations
• March 2013: Director of 2014 National Front's campaign for municipal elections
• Since 30 November 2014: Named General Secretary of National Front by Marine Le Pen in FN's Lyon Congress
• March 2015: Director of Front National's campaign for departmental elections
• February 2022: Vice-President of Reconquête