The TV host, who is facing an internal inquiry for what she described as “an error of judgment”, was not on air on Tuesday, and the show was instead presented by Sarah Hewson
The broadcaster celebrated her 60th birthday at a “Covid compliant” restaurant on Saturday and later visited another venue to use the bathroom.
The gathering, which reportedly included some of her Sky colleagues, was held in London, which is under Tier 2 restrictions.
On Monday evening, the presenter tweeted an apology, writing: “I want to apologise to you all for an error of judgment. On Saturday night I was enjoying my 60th birthday at a Covid compliant restaurant. I am embarrassed to say that later in the evening I inadvertently broke the rules.
“I had been waiting for a taxi at 11pm to get home. Desperate for the loo I briefly popped into another restaurant to spend a penny. I can only apologise.”
Kay, who presents a daily breakfast show on Sky News, has grilled politicians on lockdown throughout the pandemic.
In May, she quizzed cabinet minister Michael Gove on the controversy over Dominic Cummings’ trip to Barnard Castle.
A Sky News spokesperson told The Guardian “a small number” of staff may have been involved in the incident and an internal review is now under way.
They said: “We place the highest importance on complying with the Government guidelines on Covid, and we expect all our people to comply.
“We were disappointed to learn that a small number of Sky News staff may have engaged in activity that breached the guidelines. Although this took place at a social event in personal time, we expect all our people to follow the rules that are in place for everyone. An internal process is under way to review the conduct of the people involved.”