Jay \jay\ as a boy's name (also used as girl's name Jay), is pronounced jay. It is of Latin origin, and the meaning of Jay is "blue crested bird". Also possibly from the Latin name Gaius meaning "happy". May also be from use as a nickname for names beginning with J-, such as in short form of names like Jason and Jacob. Jay and Jai are also Sanskrit names meaning "victory". Mythology: Jay is the name of various deities in Hindu classical writings. Use may have been inspired by the first Chief of the American Supreme Court, John Jay. Financier Jay Gould; comedian Jay Leno; author Jay McInerney; actors Jaye Davidson, Jay Mohr.