Alessia Gay started studying dance at a very early age and in 1999, she was admitted to the Dance School of the Teatro Alla Scala in Milano, where she studied with Vera Karpenko.
In 2001 she entered the John Cranko-Schule in Stuttgart, where she graduated in 2004, under the guidance of Galina Solovieva.
In June 2007 she joined the Corps de Ballet of the Opera di Roma Theatre, at led at the times by Carla Fracci. From the very beginning she played roles as Soloist and Prima Ballerina, including the Blue Bird and the Diamond Fairy variations in “The Sleeping Beauty” and the Peasant pas de deux in "Giselle", in the version by Carla Fracci and Patrice Bart.
In October 2009, Alessia made her debut in the main role of "La Sylphide" together with Thomas Lund, First Dancer of the Royal Danish Ballet in Copenhagen, and in 2011 she was selected to perform "Tchaikovsky Pas de Deux" alongside the étoile Giuseppe Picone.
In the following seasons, under the guidance of Micha Van Hoecke, Alessia made her debut in some of the most important roles of the classical repertoire: Kitri in "Don Quixote" by Mikhail Messerer, Swanilda in "Coppelia" by Roland Petit, Odette-Odile in "Swan Lake" by Patrice Bart. Under the direction of Eleonora Abbagnato, Alessia is nominated Soloist and continues to play roles in classical and neoclassical repertoire such as the pas de deux "The Great Gig in the Sky" from "Pink Floyd Ballet" by Roland Petit, the first variation in Divertissement from Act III of "Raymonda" and many others.
She was awarded the 2012 Dance & Dance Award as best emerging performer, the 2014 Rome Jia Ruskaja Award and the 2016 EUROPAinDANZA Award for her performance of the role of Swanilda in Roland Petit's "Coppelia".
In the last years, together with the activity on stage, Alessia began to teach classical technique, pointe and repertoire.