Harry Ainlay was born in Brussels, Ontario in 1887. After earning a teacher's certificate, he came to Alberta in 1907, spending time around Stavely before moving to Edmonton in 1912. After several years in real estate, Harry Ainlay returned to teaching in 1920, working at Queen Alexandra High School, Garneau High School, and Strathcona High School.
Harry Ainlay first ran for office as an Alderman in 1930, but was defeated. He was first elected as an Alderman in 1931 for a two year term. He was re-elected in 1933, but lost in the 1935 election. He ran for mayor in 1935, 1936, and 1937, but was defeated each time. He returned to municipal politics, and won a seat as an Alderman in 1941 and again in 1943. Halfway through his term as Alderman he stepped down and ran for Mayor in the 1945 election. He won, and served as Mayor until 1949.
Apart from municipal politics, Harry Ainlay ran a number of unsuccessful Provincial campaigns in both Alberta and British Columbia, under the Co-operative Commonwealth Federation. He was also involved in the Yellowhead Route Association in the 1940s and 1950s.
Due to health concerns, Harry Ainlay left Edmonton and moved to British Columbia. He passed away in Haney, British Columbia in 1970.