Last name Bhay (Bhay 
, ภัย 
, بهاي 
) , around the world, is quite a rare surname. The surname Bhay is habitual in Western Asia, particularly Qatar, where it is a rare surname, Oman, and Saudi Arabia. Measured by absolute frequency, it is commonest in India, Saudi Arabia, and Indonesia. Also, Bhay is the forename as well as the last name.