Some people make one to remember all the things they've done in a year.
Many others find it a useful way to help them deal with the loss of a loved one by writing down memories of them.
Newsround runs you through how to make your own memory jar for a special person.
Find an empty jar or an object that's large enough to keep notes inside. Check that it's clean and not being used for anything else.
If you want to, you can decorate your memory jar before placing it somewhere all of your family can reach it.
Put some paper and pens next to it. Whenever you or your family remember something about your special person, you can write it down or draw it on a piece of paper, fold it up and put it in the jar.
You can invite other relatives and friends who knew your special person to join in this activity too.
Source: Child Bereavement UK
You'll end up with a container full of memories that you can share with your family and those closest to you.
Or if you're worried you might forget about your special person, you can dip into the container and open some of the messages to feel connected.
A memory jar is where you can keep happy memories in a safe place.