Gaj was formerly part of the German Empire. In the German Empire, the place was called Neuhain.
The place is now called Gaj and belongs to Poland.
| Historical place name | Country | Administration | Time |
|---|---|---|---|
| Gay b. Wittigwalde | German Empire | Osterode i. Ostpr. | 1932 |
| Gay am Wittigswalde | German Empire | Osterode i. Ostpr. | 1932 |
| Neuhain | German Empire | Osterode i. Ostpr. | 1939 |
| Gaj | Under Polish administration | Ostróda | 1945 |
| Gaj | Poland | Olsztyn | 1992 |