Many people have asked Kathryn where she got her pen name "Kathryn Kay" and the answer is a story in itself. Kay was always introduced on the Midnight Frolic show as "Miss Kay, Hostess of KFI." She couldn't use the last name Worsley because it was too sibalant, making hissing sounds on the old carbon microphones. On Kay's 21st or 22nd birthday, the celebrity guests whom she hosted were autographing pictures to her. The singer Jimmy Burroughs asked Kay what her full name was so he could autograph a picture to her. She was caught off guard because no one had asked her that yet, and everyone thought her last name was Kay, rather than her first. She knew she couldn't tell them "Kay Kay", and she was stumped. While she was thinking, the question was answered by Charles "Buddy" Rodgers, the famous movie star who was called "Buddy" because of his hit song "My Buddy," and who was married to "America's Sweetheart" Mary Pickford. He said, "I know what her name is. They introduce her as "Miss Kay Hostess, of KFI," so her name is Kay Hostess. He autographed his photo that way, and Kay still has it to this day. Hearing his reply, she was dismayed and saw that she needed an official name. She asked Jimmy to wait while she consulted with the station manager.
She then told the manager, Carl Haverlin (who later became president of Broadcast Music Inc.), that her real name was Kathryn Worsley, but that everyone called her Kay. He said, "That's perfect, your name is Kathryn Kay." That became her name at KFI, on the payroll and all official records. One day a guest on the show offered her a job at the Broadway department store, so she kept the name Kathryn Kay when she worked there. It also worked out nicely when her sister JoAnne Worsley also got a job there. Store policy didn't allow nepotism so she was Miss Kay and her sister was Miss Worsley. By then that was her name to all of her professional colleagues, so it became her principal pen name ever since.