Szalay is a surname. Notable people with the surname include:

Antal Szalay (1912–1960), Hungarian footballer David Szalay (born 1974), Hungarian-British writer László Szalay de Kéménd (1813–1864), Hungarian statesman and historian Pál Szalay or Pál Szalai (1915–1994), anglicized as Paul Sterling, a high-ranking member of the Budapest police office Rachel Szalay, Australian actress and artist Sándor Szalay (physicist) (1909–1987), pioneer of Hungarian nuclear physics Sándor Szalay (figure skater) (1893–1965), Hungarian pair skater Szabolcs Szalay (born 2002), Hungarian professional football player Szandra Szalay (born 1989), Hungarian triathlete Thatcher Szalay (born 1979), American football player of Hungarian origin

See also Szalai Szalay Goreny or Furmint, a variety of wine grape from the Pontian Balcanica branch of Vitis vinifera Salaj (surname)