In 1905 Massy entered the Open Championship at St. Andrews from North Berwick, when he finished in 5th place and received £ 7-10s. The following year he won the inaugural French Open at La Boulie where he was later appointed professional, this was his first of a record four wins in the French Open. La Boulie was home to the club Societe de Golf de Paris, situated near Versailles about a dozen miles from Paris, and the course was laid out round a big hill. At this time George Nicoll from Leven, Fife made clubs stamped A. Massy, La Boulie G.C Paris, for sale at the club.

Massy finished in 6th place at the 1906 Open at Muirfield, and in 1907, he was described by the press as a 'Frenchman with the soul of a Scot' became the first overseas player to win the Open Championship.

The weather was appalling at Hoylake in 1907, but Massy had the game to combat the strong winds and torrential rain. His putting was steady and he used a driving-iron given to him by Andrew Kirkaldy to great effect. Massy led, or tied for the lead, throughout and scored 76, 81, 78, and 77, for an aggregate of 312, two stokes ahead of J.H. Taylor one of the best bad-weather players of them all.

The entry for the 1907 Open was over subscribed, and a qualifying round was introduced for the first time, which Massy also won. During the championship, his wife gave birth to a daughter, and he cut short his celebrations to return to Scotland. He arrived back in North Berwick accompanied by Ben Sayers and when news spread that the Champion was arriving at 3 o'clock, a large crowd gathered at the Railway Station. A string-band in town for the summer season was hastily assembled, and an open top charabanc put at their disposal. As Massy alighted from the carriage the crowd cheered, and waved their caps in the air, as the band played 'See the Conquering Hero'. Massy and Sayers then took their seats in the vehicle which proceeded down Station Hill and east into Westgate, then a two way thoroughfare.

As part of the summer season in North Berwick many of the local golfers and visiting personalities took part in a putting competition in aid of the North Berwick Parish Church Funds. In 1908, Dorothy Campbell, the current Scottish Ladies Champion, Arnaud Massy, and Ben Sayers were among the competitors.

The tournament was played over a week on the nine-hole putting green at the Royal Hotel, now occupied by Craigleith View. Sixpence being charged per round with seven hundred rounds played, raising over £17

In 1908, Massy was the first winner of a professional tournament to be held at Turnberry. The same year he won a tournament at Blackpool and in 1909 he won the professional competition at the opening of Pitlochry Golf Club.

In July 1909, Arnaud was joined in North Berwick by Frenchman Jean Grassiat, a fellow professional at Biarritz. They played in the 300 guinea tournament on the newly opened North Berwick Burgh course. Massy finished 4th behind George Duncan, Alex Herd and Harry Vardon. Three years later Jean Grassiat won the French Open.

Massy came close to winning another Open Championship on 30th June 1911, when he made up four strokes on Harry Vardon to tie at Sandwich. In the playoff, however, he conceded on the 35th. He bounced back quickly, crossing the channel to win his third French Open, by seven strokes with all the top players in the field.

The following year he entered the Open at Muirfield from La Nivelle Golf Club, when he finished in 10th place. The Nivelle Golf Club was located a few miles from Biarritz and a twelve hour train journey from Paris. The course was laid out between the Rhume mountain, the Nivelle river and the sea. The view from the 10th hole over the Bay of Biscay was described as spectacular.

Arnaud Massy had an outstanding record in the Open Championship, consistently finishing in the top twenty from 1902 until 1922. Among his pupils at La Nivelle Golf Club, were Andre Vagliano, Pierre Maneuvrier, and Simone Thion de la Chaume. Massy was involved in the first matches between France and the United States in 1913. He wrote a book titled "Golf" which was translated into English in 1914.

During the First World War he joined the French Army and was wounded at Verdun while attached to a grenade company. Following the conflict he continued his duties as pro at La Nivelle, St Jean de Lux and returned to North Berwick in July 1919. In 1921, Massy finished 6th in the Open Championship at St Andrews while living at 118 Findhorn Place, Newington, Edinburgh. On 9th October 1925 he won his record fourth French Open after a play-off with Archie Compston, the British PGA Champion. During the championship at Chantilly Golf Club, Massy made a hole-in-one at the par-3, 165 yard, ninth and the following day he won the French Native Championship. On 23rd December that year Massy and Compston sailed from Southampton to New York to play in a series of exhibition matches in the USA.

Margot married George Edgar in 1929 in Edinburgh and Lena married Alberto Bellamy and they lived in London and later Edinburgh. Their mother Janet Punton Henderson died on 28th April 1935 in a private nursing home at 22 Moray Place, Edinburgh, while Arnaud was working at Chantaco Golf Club, a few miles from La Nivelle in southwest France.

During the late 1930s Massy was the private professional to the Pasha of Marakesh in Morocco. Following WW2 Arnaud went into semi-retirement teaching at Golf D' Etretat in Normandy. Where he had previously extended the course to 18 holes in collaboration with architect Julien Chartepie. Etretat is a small fishing village northeast of Le Harve overlooking the English Channel. Massy resided on rue Notre Dame where he died on 16th April 1950.

Arnaud's daughter Margot had his body returned to Edinburgh where he was buried beside his wife Janet Henderson in Newington Cemetery. When Margot died 27th June 1955 she was also buried in Section P, headstone 114 beside her parents.

In 2005, Arnaud's second daughter Mrs Lena Bellamy left a legacy of £39,000 to the English Ladies' Golf Association Trust. Lena was a keen golfer and kept up her membership of a golf club in the Edinburgh area until late in life. The Bellamy Bursary continues to be awarded annually to a student studying a golf related subject from Golf Course Management to Greenkeeping.