The nay is made of a piece of hollow cane or reed (nay is an old Persian word for reed) with five or six finger holes. Modern nays may be made of metal. Pitch differs, depending on the region and the finger arrangement. A highly skilled ney player can reach as many as three octaves, though it is more common to have several ney players in a traditional orchestra to cover different ranges.

In the Arab world, the nay is sometimes called qassaba, which also means piece of reed.  The nay is a favorite instrument of the Sufi.

Nays are keyed instruments. In the Arabic system, there are 7 nays. The Kerdene is called a "C" instrument. That means that the second lowest note is a C (the first being a Bb). The second is the Doga in D. The third is the Boussalik in E. The fourth is the Jaharka for F. The fifth is the Nawa for G; the sixth is Husseini for A, and the seventh is the Ajam for B.

Arabic and Turkish nays has 7 holes, one of which is on the back and usually closed with the thumb. Each hole has practically a whole tone interval capacity so that for example, if you play a D you can easily go to D sharp with the only movement of your lips and amount of air you blow, and you may even play an E  if you move the instrument and blow more strongly. The thumb hole usually allows playing  4 notes . For the Doga (D) nay these notes would be A, Bb, B3/4, and B.

Arabic and  Turkish nays are played the same way,  putting the mouth to one end of the flute and blowing in a somewhat oblique direction to the tube. The air bounces off one inner side of the flute and produces the sound, somewhat like blowing over a bottle The Iranian nay uses  the Turkoman inter-dental blowing system, adopted in the late 1700s. The modern Iranian nay differs from the Arab and Turkish Nay. It has five or six fingerholes, instead of seven, a different mouthpiece and a lower placement of  thumbhole.  The musician uses the inter-dental method- he or she puts the mouthpiece of the ney between the teeth and the upper jaw and directs the air with the tongue,  producing a different sound from the Arabic-Turkish instrument. . This method can also be used with Arabic-Turkish) nays.

The Nay is intimately and inextricably connected with  Sufism, as poignantly expressed in the opening words of the "Mathwani," the "spiritual couplets" written over 700 years ago by the famous Sufi poet and sage Jalal Al-Din Al-Rumi: