Dumay was born in Paris on January 17, 1949. At age five, he began studies on the violin after hearing a concert by Nathan Milstein, and his father gave him his first lessons. Before reaching the age of ten, he had already entered the Paris Conservatory. Most of his training came via private lessons, first with Milstein (he was accepted after filling in as a teen for an ailing Henryk Szeryng) and later with Arthur Grumiaux in Belgium. His playing thus encompasses aspects of the Russian and the Franco-Belgian schools. In 1979, he was chosen by conductor Herbert von Karajan to appear in a special Paris concert, and that brought offers to appear with major orchestras, including the Berlin Philharmonic, Japan Philharmonic, and English Chamber Orchestra. Dumay's recording career began in the 1980s, and he was associated for many years with the Deutsche Grammophon label, recording the complete Beethoven violin sonatas with pianist Maria-João Pires, among other standard repertory works. The pair toured together and were married for a time; Dumay later married cellist Anne Hermant. Dumay, Pires, and cellist Jian Wang also became well known as a trio. Dumay also recorded Mozart's five violin concertos, conducting the Camerata Academica Salzburg as well as playing.
In 2003, Dumay moved to the EMI label and continued a busy recording and performing schedule. That year, he became the principal conductor of the Orchestre Royal de Chambre de Wallonie, with which he would tour Europe. Dumay was also a favorite at festivals, including the Chicago Symphony's summer home at Ravinia. He has also taught at the Queen Elisabeth Music Chapel in Brussels. Dumay moved to the Onyx Classics label in 2013, issuing a recording of Saint-Saëns' La muse et le poète. He has remained active into old age, issuing a new recording of Mendelssohn's Violin Concerto in E minor, Op. 64, on Onyx Classics in 2021. ~ James Manheim, Rovi