Jay William Marshall (born February 25, 1983) is a former professional baseball relief pitcher.

Marshall was selected by the Chicago White Sox in the 25th round (750th overall) in the 2002 Major League Baseball Draft.

He made his major league debut on April 2, 2007, and won his only Major League game on April 15 against the New York Yankees, beating future Hall of Fame closer Mariano Rivera when Marco Scutaro hit a three-run home run in the bottom of the ninth inning.

On December 30, 2009, Marshall was designated for assignment by the Oakland Athletics to make room on the roster for Justin Duchscherer.

On March 9, 2010, he was returned to the Oakland Athletics after the waiver claim was voided by the commissioner's office due to a pre-existing shoulder injury.