Hays is located on the Fort Belknap Indian Reservation. The first post office was established in 1899 with George Heath as postmaster. Rufus Warrior operated a horse ranch in the area for eight years until the horses were taken across the Missouri to a ranch near Sand Spring. Hays holds a September celebration each year with games, dancing, and racing.
Hays is located in north-central Montana, south of Harlem on Montana Highway 66.