James Columbus McShann was born in Muskogee, Oklahoma, January 12/ 1916. He taught himself piano as a child, despite his parents' disapproval of his interest in music. His real education came from Earl Hines’ late-night broadcasts from Chicago’s Grand Terrace Ballroom. “When Fatha went off the air, I went to bed” he would later state. McShann began his professional career in 1931, playing with Don Byas. He studied at the Tuskegee Institute, and performed around Arkansas and Oklahoma from 1935 to 1936. In 1936, he moved to Kansas City, Missouri and played at The Monroe Inn. In late 1939, Jay had assembled a  progressive band, which included Gus Johnson, Gene Ramey and  Charlie Parker. By 1940, Jay McShann had his own big band. There were hits like Confessin’ the Blues, Hootie Blues, and the Blues classic Ain’t Nobody’s Business, debuting a young Blues singer named Jimmy Witherspoon. During this period, he recorded mostly for Aladdin and Mercury Records. Jay returned to Kansas City, where he raised his family, and played locally. During the 1950's, he attended music school at the University of Missouri, KC where he continued his music studies in arrangement and composition.