The Marching Jay Band has a reputation as a tough competitor in marching competitions throughout the Midwest. In addition to competitions, the Marching Jay Band can be seen performing at halftime at Jefferson City Jay football games and in parades. Every three years the band performs in a national parade. In December 2005 they performed in the Citrus Bowl parade. In January 2009 they performed in the Gator Bowl parade and the Gator Bowl halftime show.

In Fall of 2012 the Marching Jay Band will compete with a show titled “Avatar”.

The Marching Jay Band performs at the 2011 Ozarko Invitational Marching Festival with a show titled "Life Forces".