He began to play piano at age 12, and aquired his first gigs with bands that toured Oklahoma, Arkansas, Arizona, and New Mexico.

In the mid 30's he moved to Kansas City and began to work with local groups and formed his own bands, one of which in 1938 included Charlie Parker.

When Kansas city nightlife slowed down Jay moved to Chicago in 1939 and then spent some time in the Army after which he reformed his band and worked on the West Coast. Returning to Kansas City in 1951 he led a band and later a trio in which he sang numbers associated with his former band vocalists Walter Brown and Jimmy Witherspoon.

Trips to France and Canada in 1971 led to a gradual increase in touring schedules, including several further European visits.

McShann is well known for his latter-day blues singing and his compelling solo piano playing with an indefinable blend of blues, boogie, a little bit of Basie and Earl Hines.