In his young major league career, Bay has demonstrated well above average power to all fields. He has also shown good discipline at the plate — in , he ranked in the top ten in the National League in walks — although he does also strike out more often than the average hitter. On the bases, although he is not exceptionally fast, Bay is a very effective basestealer; in 2005, until he was picked off in the last week of the season, he had tied the major league record for most steals in a season without getting caught (21). Defensively, Bay was adept at handling the large outfield in Pittsburgh's PNC Park and is a dependable fielder. Through , he has made only eighteen errors in 6283.7 innings in left field (.986 fielding percentage). For a left fielder, he has a below average throwing ability according to The Hardball Times.
On August 26, 2003, Bay was traded to the Pittsburgh Pirates, along with Óliver Pérez and Cory Stewart in August in exchange for Brian Giles. He finished the season with a .287 batting average, four home runs, and 14 RBI in 30 games.
Bay began the season on the disabled list due to surgery during the off-season, and did not join the team until May. Despite missing the beginning of the season, he still produced the best offensive numbers of any National League rookie. He hit .282 in 120 games, leading all major league rookies in home runs (26) and RBI (82). He also led all NL rookies in slugging percentage (.550), extra base hits (54) and total bases (226). With his 26 home runs, Bay broke a Pirates rookies record of 23 set by Johnny Rizzo in and matched by Ralph Kiner in . Selected the NL rookie of the year by The Sporting News, Bay was the third Pittsburgh player honored with the award, after second baseman Johnny Ray (1982) and catcher Jason Kendall. Bay was also the first Canadian player to win the award.
In 2005, Bay was selected to his first Major League Baseball All-Star Game as a reserve outfielder. He was the only player on either roster not to appear in the game at all. Bay also appeared in the 2005 Century 21 Home Run Derby, representing Canada in the nationality-themed contest; he was eliminated in the first round after hitting no home runs. Bay finished the season with a .306 average, 32 home runs, and 101 RBI, leading the Pirates in every major hitting category.
Through the season, Bay was a career .292 hitter with 97 home runs and 306 RBI in 471 games over three seasons. Bay enjoyed an exceptional May of the 2006, when he hit .321 with 12 home runs (a Pirate record for home runs in a month) and 35 runs batted in. From May 22 to May 28 he hit home runs in six consecutive games, two short of the major league record held by Dale Long, Don Mattingly, and Ken Griffey, Jr. He had actually hit 10 home runs in ten games, but he had failed to hit a home run in one of the games (and hit two the next day).
Following an aggressive Public Relations campaign by the Pirates in 2006, Jason Bay led all National League outfielders in All-Star voting. Pearl Jam lead singer Eddie Vedder even urged fans to vote for Bay during a summer concert at Pittsburgh's Mellon Arena. Bay became the first member of the Pittsburgh Pirates voted into the All-Star game as a starter since Andy Van Slyke. In the game, Bay went 1 for 3, with a single.
After battling injuries, Bay's season was less productive, hitting .247 with 21 home runs and 84 RBI.
Bay has had a much more productive 2008, hitting .282 with 22 home runs and 64 runs batted in through the All Star break. In a May series against the Chicago Cubs, Bay had extra-inning walk-off hits in back-to-back games; the first two walk-off hits of his career. A month later, he got his third walk-off hit of the season and his career with a 13th-inning solo home run against the Tampa Bay Rays.
On September 8, Bay went 2-for-5 with an RBI and a home run as the Sox won 8-2 against the Texas Rangers. Later that month, when the Red Sox traveled to Tropicana Field to play the Tampa Bay Rays, they had a veritable home run derby on September 15; Jason Bay had his 8th home run as a Red Sox player, and the 30th of the season, as the Sox beat the Rays 13-5. Bay ended up 1-for-4 with an RBI and a home run.
The Sox' 2008 American League Division Series against the Los Angeles Angels of Anaheim was the first playoff series of Bay's career. Bay hit a home run in each of the first two games of the series; in Game 2, on October 3, 2008, Bay hit a 3-run homer to give Boston an early 4-0 lead. On October 6, in Game 4, Bay scored the walkoff run to break a tie game on a single by Jed Lowrie in the bottom of the 9th. The win clinched the Sox a berth in the American League Championship Series against the Tampa Bay Rays. Bay finished the series batting 7 for 17 (.412), with 2 doubles, 2 home runs, and 5 RBIs.
Bay's sister, Lauren Bay Regula, is a professional softball player who pitched for Canada in the 2004 Olympics, and was on the Olympic team as well.
Bay remains friends with Edmonton Oilers center Shawn Horcoff, who was also born in Trail.
In Bay's opening interview with the Boston media, he stated that his father was a die-hard Red Sox fan who had bought him a Red Sox onesie to wear when he was young. Bay believed it was still in his parents' basement along with his two childhood bedroom posters of Red Sox greats Jim Rice and Carl Yazstremski.
| Year | Team | G | AB | R | H | 2B | 3B | HR | RBI | SB | CS | BB | SO | BA | OBP | SLG | OPS | TB | SF | SH | HBP | IBB | GDP |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003 | SD | 3 | 8 | 2 | 2 | 1 | 0 | 1 | 2 | 0 | 0 | 1 | 1 | .250 | .400 | .750 | 1.150 | 6 | 0 | 0 | 1 | 0 | 0 |
| PIT | 27 | 79 | 13 | 23 | 6 | 1 | 3 | 12 | 3 | 1 | 18 | 28 | .291 | .423 | .506 | .929 | 40 | 0 | 0 | 0 | 0 | 0 | |
| 2004 | PIT | 120 | 411 | 61 | 116 | 24 | 4 | 26 | 82 | 4 | 6 | 41 | 129 | .282 | .358 | .550 | .908 | 226 | 5 | 5 | 10 | 2 | 9 |
| 2005 | PIT | 162 | 599 | 110 | 183 | 44 | 6 | 32 | 101 | 21 | 1 | 95 | 142 | .306 | .402 | .559 | .961 | 335 | 7 | 0 | 6 | 9 | 12 |
| 2006 | PIT | 159 | 570 | 101 | 163 | 29 | 3 | 35 | 109 | 11 | 2 | 102 | 156 | .286 | .396 | .532 | .928 | 303 | 9 | 0 | 8 | 9 | 15 |
| 2007 | PIT | 145 | 538 | 78 | 133 | 25 | 2 | 21 | 84 | 4 | 1 | 59 | 141 | .247 | .327 | .418 | .745 | 225 | 8 | 0 | 9 | 3 | 8 |
| 2008 | PIT | 106 | 393 | 72 | 111 | 23 | 2 | 22 | 64 | 7 | 0 | 59 | 86 | .282 | .375 | .519 | .894 | 204 | 5 | 0 | 2 | 2 | 3 |
| BOS | 49 | 184 | 39 | 54 | 12 | 2 | 9 | 37 | 3 | 0 | 22 | 51 | .293 | .370 | .527 | .887 | 97 | 3 | 0 | 2 | 2 | 4 | |
| Totals: | 771 | 2,782 | 476 | 785 | 164 | 20 | 149 | 491 | 53 | 11 | 397 | 734 | .282 | .375 | .516 | .891 | 1,436 | 37 | 5 | 38 | 27 | 51 | |