Sydney Kay was born in Sheffield, the son of Arthur Kay (1861-1909) and his wife, Caroline née Vickers. Arthur descended from a cutler, James, who lived in Sylvester Lane in 1861. The Kay family later became coal dealers, who lived at Devonshire Lane. Arthur became a carter. He married Caroline in 1888. Arthur died at 7 Milton Street on 15 May 1909, aged 48, and was interred at City Road Cemetery. His probate recorded an estate of £98.
In the Census (1911), Caroline was living with her family at D....