Inspired by Chris Morris, and contemporary with Ricky Gervais, his television comedy is characterised by a social realist documentary style, with an influence from music hall, and the surrealism of Vic and Bob. After a fluke entry into the So You Think You're Funny contest which he won in 1997, he took his hour long show to the Edinburgh Fringe where he was nominated for the Perrier Award. His childhood ambition was to be a bin man.
His TV series include a one-off episode of The Comedy Lab called The Services, the spoof-documentary series That Peter Kay Thing and two series of Phoenix Nights (co-written with Dave Spikey and Neil Fitzmaurice), which was born out of one of the episodes of That Peter Kay Thing). He appears as wheelchair-bound club owner Brian Potter, and also as bouncer Max. He also appeared with Alan Partridge (played by Steve Coogan) on BBC's Comic Relief.
In 2003, he was listed in The Observer as one of the 50 funniest acts in British comedy. In a 2005 poll to find The Comedian's Comedian, he was voted amongst the top 50 greatest comedy acts ever by fellow comedians and comedy insiders. In March 2005 he also came top in a survey of 10,000 people by the Jongleurs comedy club to find Britain's favourite comedian.
He had a cameo role in Coronation Street in January 2004. November 2004 saw the launch of the spin-off series Max and Paddy's Road to Nowhere in which Kay reprises his role as Phoenix Nights' bouncer Max.
He has also released several live DVDs including Live at The Top of the Tower and Live At The Bolton Albert Halls.
Kay promoted the re-release on 14 March 2005, in aid of Comic Relief, of Tony Christie's 1971 hit Is This the Way to Amarillo, made famous after Max and Paddy did a sing-along in a scene in Phoenix Nights. They made appearances in a new promotional video, along with Brian Potter and Kay himself. On Sunday, 20 March 2005, the single reached number one in the various UK Singles Charts, and stayed there for 7 consecutive weeks.