 Hay began his coaching career in 1986–87 as an assistant coach with his hometown Kamloops Blazers of the WHL.After six years as an assistant, Hay took over the reins as the Blazers head coach in 1992–93 and immediately distinguished himself, subsequently leading his team to two President's Cup titles (1994, 1995) and two Memorial Cup titles (1994, 1995) in three years.Hay's success in the major junior ranks caught the attention of the NHL, and after spending a year as an assistant coach with the Calgary Flames, Hay was named the head coach of the Phoenix Coyotes for the 1996–97 NHL season, their first year in Phoenix.