Many honors and scholarships followed, including a Fulbright Scholarship, grants from the Guggenheim Foundation and the National Institute of Arts and Letters, and a Julius Rosenwald Fellowship. From 1946 to 1952, Kay received two "Prix de Rome" awards that allowed him to travel and study in Italy. The first African-American to receive the prize, it gave him residence in the American Academy in Rome.
For his second "Prix de Rome" in 1949, he took along his new bride, Barbara Harrison of Chicago, whom he had married on August 20, 1949. Compositions from this period include: a piano quintet, a string quartet, a brass quartet, "Sinfonia in E" for orchestra, and "Song of Ahab," a cantata for baritone and ten instruments.