Kay has co-written two books with ABC News correspondent Claire Shipman: ''Womenomics'' (2009) and ''The Confidence Code: The Science and Art of Self-Assurance—What Women Should Know'' (2014). Kay also co-hosted the podcast ''When Katty Met Carlos'' with OZY Media CEO Carlos Watson. She resigned from Ozy Media in September 2021 after a New York Times report raised questions about its business practices.