He was born in 1824 in Flockton, the son of farmer and weaver William Kaye and his wife Hannah (née Senior).
He married Lucy Dyson at All Hallows, Almondbury, on 30 November 1845. By that time, he was working as a butcher and living in Berry Brow. Over the next two decades, the raised a family of six children.
He likely took over the licence of the Big Valley Hotel, below Netherton, in 1859 and is listed as residing there in the 1861, 1871, 1881 Censuses.
In 1865, he took ownership of the remains of a horse pistol, which many locals believed was one of the four pistols used by the Luddites to kill mill-owner William Horsfall, and displayed it in the inn. In October 1871, he loaned two items to the Fine Art and Industrial Exhibition held at the Methodist New Connexion School at Paddock — the sword of a swordfish and "the pistol that shot Mr. Horsfall during the Ludd Riots".
A few months later, Jesse married widow Eliza Cayford (née Heppenstall) at St. Paul on 14 September 1884. She died three years later, aged 49.
Jesse Kaye died on 30 June 1892, aged 67, and was buried at St. Paul, Armitage Bridge, the following day.