Jay is located in the center of Delaware County in northeastern Oklahoma and is the county seat.

This scenic area provides many nearby recreational opportunities including Lake Eucha, Lake Eucha State Park, Spavinaw Lake (northeastern Oklahoma's first man-made lake), Spavinaw State Park and Cherokee State Park as well as Natural Falls State Park a little further south. Other local attractions include the Delaware County Historical Museum showcasing the county's past.

The town is referred to by many as the "Huckleberry Capital of the World" owing to its lush habitat for the native plant.