The first record of the name Hay, Norman in origin, is William de Haya, Cupbearer of Malcolm IV of Scotland, who arrived in this country around 1160 and married a Celtic heiress. He was one of the hostages held in England with William the Lion and on his return was granted an extensive manor in Erroll. His younger brother Robert was progenitor of the Earls of Tweeddale. Tradition has it that Thomas the Rhymer prophesied that an oak tree, covered by mistletoe would fall during a strange Hay ritual which took place every Halloween. When this prophecy became fact, the estate of Erroll was sold in 1636.

The 3rd Baron, Gilbert was Co-Regent of Scotland, Sir Gilbert the 5th chief featured prominently in the Scottish War of Independence and was given Slains castle in Buchan and made Hereditary Lord High Constable of Scotland by Bruce. (A post which the family retains and is the highest ranking position in Scotland after the Royal family) The 7th chief married the King's daughter, while William, 9th chief was created Earl of Erroll in 1452.

At the Battle of Flodden in 1513, the 4th Earl, William was killed along with 87 other Hays. In 1594 the Royal forces under Argyll were defeated by the Earl of Huntly in alliance with the 9th Earl of Erroll. In revenge King James personally blew up Slains Castle. Sir William Hay of Delgaty, Montrose's Chief of Staff was beheaded with him in 1650.