Bred by Mrs Ayrton of Malton he was the first foal of his dam, Cade Mare, who was lent to Mrs Ayrton for one year by her father, Mr Fenton, at her wedding celebration. Mr Preston, owner of Sampson (bl c 1745 Blaze), was also a guest and at his suggestion Mrs Ayrton booked the mare to Sampson. Bay Malton was considered to be the smallest of the normally substantial Sampson offspring although of more quality than the rest.

Prior to the start of his second season on the turf Bay Malton was purchased by Charles Watson-Wentworth, 2nd Marquis of Rockingham. A stout and honest runner he was started only once or twice each season and had a lengthy and lucrative career. He earned his owner and his backers huge sums of money although his finest victory was likely that at York in 1766 where he set a new course record. He lost only two races, both of them in his final two seasons.

He retired to Lord Rockingham's stud at Wentworth Woodhouse, near Rotherham, Yorkshire, where he stood privately. He left no stock that bred on although he sired a few runners, including Mr Preston's Flaunter. Bay Malton died at Wentworth in 1786.