彼得．蓋伊為出生於德國的猶太人。為了逃避納粹的迫害，蓋伊隨家人輾轉經古巴而後逃亡美國。難民的經驗深深影響蓋伊的治學。他的史學以啟蒙為主，啟蒙社會的基本特質為自由與進步。在世上，一個正直的人擁有實現自我的自由；免於獨裁政權迫害、言論自由等均包括在內，他以啟蒙為評量的標準讚揚德國威瑪共和。蓋伊研究美國的清教史學，他感念美國博大的胸懷，接納納粹難民；他也推崇清教先祖為逃避英國的宗教迫害，追求信仰自由，避居北美荒野。蓋伊重視史學史。他從史學角度切入，剖析清教先祖虔誠的執著信仰而得以倖存，以及日後因固守清教傳統而僵化的清教社會，猶如冰河凍結。

Peter Gay was born a German Jew. He fled with his family from Germany to seek refugee in the United States during the Nazi period. Gay's historiography praises highly the idea of the Enlightenment. He regards freedom as its fundamental principle, stating that every man could enjoy freedom, including the freedom to realize him/herself, the freedom of speech, and freedom from the persecution of totalitarians. In Peter Gay's studies of the historiography of American Puritanism, he regards the refugees from Nazism to be similar to the Puritan forefathers. Both fled from their homelands to seek freedom in America. He criticized the continuation of the practice of rigorous Puritanism in colonial New England that eventually hindered freedom.