Jay is a town in Essex County, New York, United States. The population was 2,506 at the 2010 census. The town is named after John Jay, governor of New York when the town was formed.

The town is on the northern border of Essex County and is 34 miles (55 km) southwest of Plattsburgh, 93 miles (150 km) south of Montreal, and 135 miles (217 km) north of Albany. Jay is located inside the Adirondack Park.

The area was originally known as "Mallory's Bush", after the principal settlement, based on early settler Nathaniel Mallory, who arrived around 1797..

The town of Jay, named in honor of New York Governor John Jay, was formed in January 1798 from part of the town of Willsboro. Afterwards, part of Jay was used to form, in whole or part, the towns of Keene (1808), Elizabethtown and Wilmington (1821). In 1822, the town was increased by territory from the town of Chateaugay (now in Franklin County), and the town of Peru (now in Clinton County).

Lumber production and iron ore extraction were important to the early economy of the town.

Land of Makebelieve, an amusement park (1954–1979), was located in Upper Jay.

According to the United States Census Bureau, the town has a total area of 68.1 square miles (176.4 km²), of which 67.7 square miles (175.3 km²) is land and 1.1 square kilometres (0.42 sq mi), or 0.62%, is water.

The northern town line, partly defined by the Ausable River, is the border of Clinton County. The East Branch of the Ausable River flows northward the length of the town near the western town boundary.