West Bromwich Albion's loan signing Jay Simpson told the Express & Star newspaper on 24th January 2009 that he "grew up in Tottenham and my dad’s a Spurs fan but I was always an Arsenal fan. I used to play for Norwich and then Roy Massey, who was Academy director at the time, was offered a job at Arsenal.The new guy who came in let all of us go and Roy took me down to Arsenal, where I have been ever since.”

He was 9 when he joined Arsenal and progressed through the youth teams, playing for the Under-18s at the age of 13. He featured prominently for Arsenal's reserve team and was on the bench for the first team's Carling Cup match against West Bromwich Albion on 24th October 2006, but did not play. On 19th February 2007 he made history by becoming the first player ever to score a hat trick at the Emirates Stadium, for Arsenal's U18 side in an FA Youth Cup match against Cardiff City, in a 3–2 win

In August 2007 he was loaned from Arsenal to Millwall, for whom he made his first-team debut as a substitute in a League One match on 1st September 2007, a 2–1 defeat to Huddersfield Town. He scored his debut goal in a 3–2 loss to Swansea City in the first round of the Southern Section of the Johnstone's Paint Trophy on 4th September 2007, and his first league goal in a 2–1 defeat to Swindon Town on 29th September 2007.. His loan was extended to the end of the season and he scored 6 goals in 41 appearances.

He returned to Arsenal despite speculation that he would go out on loan to other clubs including Norwich.

He made his Arsenal first-team debut in a 6–0 win over Sheffield United in the League Cup, coming on as a substitute for Nicklas Bendtner in the 71st minute. He scored his first two senior Arsenal goals in the Carling Cup home match against Wigan on 11th November 2008, in what was his first senior start for the club

After signing a new contract with Arsenal in December 2008, he was loaned to West Bromwich Albion for the remainder of the 2008/9 season, making his debut on 3rd January 2009, coming on as a half-time substitute for Robert Koren in a 1–1 draw with Peterborough United in the FA Cup third round. He scored his first goal for West Bromwich Albion on 13th January, in the FA Cup 3rd round replay against Peterborough. His first Premier League goal was scored on 31st January in the 2–2 draw against Hull City.

Jay was loaned to QPR at the end of August 2009 for the 2009/10 season. He made 39 league appearances for QPR scoring 12 goals, plus 2 appearances in the cups which generated a further goal

On 19th August 2010, Simpson signed a three-year contract with Championship team Hull City. He made his debut after starting in a 0–0 with Watford on 21st August 2010

On 31st August 2011, Jay returned to London signing on loan for Millwall until January 2012

Simpson was one of 12 players released by Hull in early May 2013 following their promotion to the Premier League. The forward managed just 13 goals in 85 games for the club

On 30th September, he signed for Thai Premier League side Buriram United on a two-year contract with the option of a further year worth a reported €47,000 a month, making him the highest paid player of all time in the TPL. The 24-year-old striker was reportedly targeted by the likes of Turkish side Gaziantepspor after he was released by Hull City in the summer, but has opted to join the Thai outfit currently coached by former Real Madrid assistant Alejandro Menendez.

Simpson returned to London on 31st July 2014 signing a three year contract with Leyton Orient.

In January 2017, Jay signed for MLS side Philadelphia Union. He had scored 36 goals in 99 appearances for Orient. Upon joining the club, the club's Sporting Director Earnie Stewart, commented on his move, quoting: "Jay brings goal scoring prowess to our team, in addition to a valuable veteran presence, as he has demonstrated with multiple clubs in England." Simpson became a starter from the first match against Vancouver Whitecaps and scored the Union's first goal of the season against 2016 Eastern Conference Champions, Toronto FC

Simpson was released by Philadelphia on 19 November 2018

Jay re-joined Leyton Orient on 12th February 2019 until the end of the 2018/19 season. He made seven appearances, scoring once as Orient won the National League title and returned to the Football League. Simpson was released shortly afterwards.

On 2nd July 2019, he joined Cypriot side Nea Salamis ona one year contract..

Jay has been capped for the England Under-17 and England Under-18 sides