Fay began a degree in English at Strathclyde University, but after a year decided to change to Business Law and Psychology. She graduated with an upper division second class honours Bachelor of Arts degree in Business Law and Psychology in July 1994.
Fay thoroughly enjoyed her time at university; she made lifelong friendships and of course excelled in her studies. She was a member of the Strathclyde University Recorder Consort and was involved in several of their performances.