In the spring of 1925, Francis went to Paris to get a divorce. While there, she was courted by a former Harvard athlete and member of the Boston Bar Association, Bill Gaston. Kay and Bill saw each other only on occasion; he was in Boston and Kay had decided to follow her mother’s footsteps and go on the stage in New York. She made her Broadway debut as the Player Queen in a modern-dress version of Shakespeare's Hamlet in November 1925. Francis claimed she got the part by “lying a lot, to the right people”. One of the “right” people was producer Stuart Walker, who hired Kay to join his Portmanteau Theatre Company, and she soon found herself commuting between Dayton, Indianapolis, and Cincinnati, playing wise-cracking secretaries, saucy French floozies, walk-ons, bit parts, and heavies.
By February 1927, Francis returned to Broadway in the play Crime. Sylvia Sidney, although a teenager at the time, had the lead in Crime but would later say that Kay stole the show.
After Kay's divorce from Gaston, she became engaged to a society playboy, Alan Ryan Jr.