Romay was born in Barcelona in 1954. Following graduation from high school, she studied the arts, married actor/photographer Ramon Ardid (they later divorced), and began acting in stage productions. She began appearing in Jesús Franco's films from the time that they met in 1972. She appeared in more than a hundred feature films, most of them directed by Franco. The majority of their films together were in the erotic film genre, but she also featured in many horror, comedy and action/adventure films as well. Among the better known of her horror films are The Bare Breasted Countess (a.k.a. Female Vampire) (1973/1975), Barbed Wire Dolls (1975) and Jack the Ripper (1976).