- Her actor/father Roland Curram, best known for his role as Malcolm, the gay companion of Julie Christie in Darling (1965), later came out of the closet after divorcing their mother Sheila Gish. He mother remarried and her father went on to live with his partner in Chiswick.
- Has a son Joseph (born 2001) by actor/longtime partner Jason Thorpe
- Tragic circumstances surrounded Kay in 2005 and 2006. While coping with the March 2005 cancer death of their mother, actress Sheila Gish, Kay was preparing to go into rehearsals for "King Lear," in which she appeared as Cordelia alongside sister Lou Gish (as Goneril). During the run of the production in June, Lou learned that her own cancer had returned and she was forced to leave the production. Lou died in February 2006.
- Daughter of Roland Curram and Sheila Gish.
- Stepdaughter of Denis Lawson.
- Younger sister of Lou Gish.
- Started off as a costume designer's assistant.
- Cousin of Ewan McGregor and Colin McGregor.
- She is appearing with the Chichester Festival Theatre ensemble as 'Cordelia' in "King Lear" and as 'Lizzie Monteagle' in "5/11". (August 2005)
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