 The land around the watering hole was claimed by Jim Moore (d.1875) in the 1860s.By 1869, Moore had the second largest cattle ranch in the Wyoming Territory, under the brand "J Rolling M", from which the community and "Jay Em Creek" would take later their names.The town was established to support ranchers in the surrounding area by Lake Harris between 1912 and 1915, and by 1915 a post office was established.