 Jay, who reportedly inherited his father's anti-slavery views, entered the United States Army at the beginning of the U.S. Civil War and served throughout the conflict, earning the rank of brevet Lieutenant Colonel and serving on the staff of General George Meade, Commander of the Army of the Potomac.Jay fought in the Battles of Gettysburg, Mine Run, Chancellorsville, and Appomattox.After the War ended, Jay returned to Columbia where he entered the law school, graduating in 1868.