Jay is one of the northernmost towns in Orleans County, Vermont, United States, located on the Canadian border. The seventh largest increase in the state. Jay is also home to the Jay Challenge, a three-part stage-race, typically held in July. The highest point in town is North Jay Peak at 3,438 feet (1,048 m) above sea level. Despite their containing the name "Jay", other peaks with this name lie mostly in adjacent Westfield, including Jay Peak itself and Jay Peak Resort. The local Jay Branch Brook flows into the Missisquoi River.