Jay was active in the anti-slavery movement, elected president of the New York Young Men's Antislavery Society while still in college.

In 1883, he was appointed as the Republican member of the New York Civil Service Commission, founded to reduce patronage and corruption in government, and later was selected as its president.

Jay was also active in the Free Soil Party movement, presided at several of its conventions, and was once its candidate for Attorney General of New York.

[1] As an attorney in private practice in New York City, Jay represented a number of fugitive slaves in freedom suits, including George Kirk,[2] three Brazilians,[3] and Henry Long.

[4] He gained the freedom of Kirk and the Brazilians (who were aided in escaping by the Underground Railroad before a judge decided in their favor), but Long was returned to Virginia and slavery in 1851.

As his self-proclaimed owner John T. Smith from Richmond, Virginia, sued for his return under the new Fugitive Slave Act of 1850, Horace Greeley and the American Anti-Slavery Society tried to gain Long's freedom after he was captured.

In the case of the Lemmon slaves, activist Louis Napoleon, one of an important trio, was alerted and gained a habeas corpus writ requiring them to be presented to court.

[8] In 1877, Secretary of the Treasury John Sherman appointed him chairman of the special commission to investigate Chester A. Arthur's administration of the New York Custom House.

He wrote a biographical article for Appletons' Cyclopædia of American Biography about his grandfather, John Jay, the Chief Justice; it included sections on his father and himself.