DeLay concentrated on book illustration early in his long career; examples are William F. Drannan's Thirty-One Years on the Plains and the Mountains (1900), C. H. Simpson's Life in the Mines (1908), and Zane Grey's The Short-Stop (1914).
In later years he shifted to advertising and magazine work, comics and pulp magazines. He was the primary artist for the legendary pulp Golden Fleece in the late 1930s, providing covers and interior illustrations. He produced four cover illustrations for the famous pulp Weird Tales between 1939 and 1944, along with black and white interior art for other issues.
In the early 1940s DeLay created the art for a comic adaptation of Robert Louis Stevenson's Treasure Island. He did work for Marvel Comics when the company was still known as Atlas or Timely, on the Human Torch and other characters.