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 north border of Essex County and is 34 miles southwest of Plattsburgh, 93 miles south of Montreal, and 135 miles north of Albany. Jay is inside the Adirondack Park.