When Jesse Franklin Gay was born on 9 September 1850, in Boon Township, Warrick, Indiana, United States, his father, Timothy Gay, was 21 and his mother, Eliza Bailey Barton, was 21. He married Elizabeth Meeks Abshire Partridge on 16 April 1874, in Rockport, Spencer, Indiana, United States. They were the parents of at least 4 sons and 4 daughters. He lived in Pigeon Township, Warrick, Indiana, United States in 1870. He died on 15 August 1900, in Bellmont, Bellmont Precinct, Wabash, Illinois, United States, at the age of 49.