Payn moved with his family to England when he was about ten years old (circa 1928). He became a boy soprano in concerts and in boy's choirs. He made his first stage appearance at thirteen at the Palladium, as "Curly" in Peter Pan. At the age of fourteen he appeared in Noel Coward's revue Words and Music. Payn's audition consisted of a tap dance routine which he performed while singing "Nearer, My God, to Thee".
In 1945, Coward wrote a leading role in Sigh No More specifically for Payn.
Payn wrote Noel Coward and His Friends (1979) with Sheridan Morley and Cole Lesley, and was one of the editors of The Noel Coward Diaries that he dedicated to Lesley. Payn wrote his own autobiography My Life With Noel Coward in 1994.