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 of Jay in on the north border of the county and is 25 miles southwest of Plattsburgh, 25 miles west-southwest of Burlington, VT, 79 miles south of Montreal, Quebec, and 118 miles north of Albany, NY. Jay is inside the Adirondack Park.