Bay Abbey was born Stefan Jason Abeydeera in Brighton, Australia, to Ronald and Fortune Abeydeera, a bank manager and a cabaret artist, respectively. Fortune, who had traveled the world as a performer, was of Sri Lankan heritage, mixed with Dutch, Portuguese, and German descent. Bay's parents wanted an easy-to-remember name for his entertainment career, so he changed his name later in life.
Growing up, Bay was raised alongside his younger sister, Yasmine, a singer, and his grandparents, who lived with the family. His grandfather, Edward, had a significant influence on his life. Bay's parents started him at judo at age 5 and Tae Kwon Do at 11, where he earned his black belt. He developed a passion for the human body and took up weightlifting and bodybuilding at 17, completing his high school certificate the same year.
Bay was accepted into Latrobe University to study Biological Sciences, but he left after one year to join the Victorian Police Force in 1989. During his six years in the force, he started his first band, Wild Knights, and took on extra roles in film and television, often playing a police officer.
To hone his acting skills, Bay attended the National Theatre in St. Kilda, Australia, and studied method acting. However, he found that there were limited opportunities for actors of his ethnicity in Australia, so he joined an acting agency that specialized in multicultural talent. He toured the cabaret circuit, singing and performing, and landed a small part in the television movie The Diamond of Jeru, starring Billy Zane, in 2001.
Bay continued to work in television, appearing in Stingers (1999, 2003) and Neighbours (2006),as well as two productions by Jonathon Shiff, Scooter Secret Agent (2005) and Pirate Island (2007). In 2007, he co-starred in the feature film Lords of the Underworld, filmed in L.A.
