During Kay's five seasons at The Dell, Southampton languished in Division 2, finishing each season in the lower half of the table and being eliminated from the FA Cup each year in the early stages. He started his Southampton career brightly with an opening day victory over Burnley on 29 August 1931 and by mid-September they topped the division. Such form could not last, however, and injuries soon resulted in the club sliding down the table. Kay was unable to field a settled side and used 30 different players during the season, including six different centre forwards. Other than the emergence of youngsters such as Drake and Sillett, the bright spots of this first season in charge were Johnny Arnold, who was top scorer with 20 goals, and Arthur Haddleton, who scored in eight consecutive games at the start of the season.