That could prove difficult against the NBA's highest-scoring club.
The up-tempo Houston Rockets will try to win for the 10th time in 12 meetings while spoiling Gay's first home game with the Kings on Sunday night.
In his first outing since Monday's seven-player trade with Toronto, Gay finished with 24 points on 8-of-12 shooting, but Sacramento (6-15) blew an 11-point lead in a 116-107 loss in Phoenix on Friday.
"That's the thing with trades in the middle of the season," said Gay, who shot just 38.8 percent while averaging 19.4 points for the Raptors. "You have to learn on the fly."
The small forward has scored 20 or more in five of his last six against the Rockets (16-8), including a 29-point effort - despite missing 26 of 37 shots - in a 110-104 double-overtime loss in Houston on Nov. 11.
While Gay looks to shoot the ball a bit better this time around, Sacramento will need a better defensive performance after giving up 238 points on 51.7 percent shooting - including 25 of 47 from 3-point range - in consecutive losses.
"That is two games in a row where we haven't defended anybody," said coach Michael Malone, whose team has dropped eight of 10. "I am embarrassed by our defense right now. ... I can't go out there and guard. I wish I could."
Since holding opponents under 100 points in six of their first nine games, the Kings have allowed at least that many in 10 of 12. They rank near the bottom of the league with 102.5 points allowed per game.
Sacramento should have its hands full with Houston, which is averaging a league-best 107.7 points while ranking third with a 47.5 field-goal percentage.
James Harden scored 26 points and the Rockets shot 49.4 percent, including 12 of 29 from 3-point range, in a 116-112 victory at Golden State on Friday.
Chandler Parsons added 23 points and Dwight Howard had 18, including his third career 3-pointer and a 7-for-7 performance at the foul line.
"If we're going to chase our goals and the dreams that we have for our season, we have to win games like tonight," said assistant Kelvin Sampson, who filled in for Kevin McHale for the second game in a row following the death of the coach's mother.
Harden has played especially well on the road, where his 27.7 scoring average trails only former Oklahoma City teammate Kevin Durant's 27.8. He totaled 51 points to help Houston split its two games at Sacramento last season.
Howard has averaged 21.4 points and 17.2 boards during a stretch of five straight double-doubles. In his most recent visit to Sacramento, he finished with 24 points and 15 rebounds while with the Lakers on March 30.
Kings center DeMarcus Cousins, who had 19 points and 11 boards in that contest, has averaged 24.0 and 13.3, respectively, in his last four overall.
Isaiah Thomas has scored 24.3 per game in three starts since the club moved Greivis Vasquez to Toronto in Monday's deal.
The Rockets have surrendered an average of 109.7 points on the road, and Omer Asik, who has been the subject of trade rumors, has missed five straight games with a bruised right thigh.
Houston has won five of six in Sacramento by an average of 10.3 points.