Of MacRae Clan lineage from southwest Scotland, Jesse Ray was born in Amherst County, Virginia, on 16 October 1760, and moved with his father William and his uncles to Beaver Creek, Wilkes County (now Ashe), North Carolina, when he was 12. Early in the Revolution, he and his father supplied the Continental Army with pig iron from their furnaces, which smelted minerals from the North Carolina mountains.

When the American forces made the call for more soldiers, Jesse was, by all accounts, anxious to volunteer. After serving six tours with the Continental Army, the US Government expressed its appreciation by drafting him for a seventh, which was served under General Nathaniel Green shortly after the Battle of Guilford Courthouse.

For his service, Jesse was granted a large parcel of land in Ashe County, which remains in the Ray family. When he applied for his pension to the State of North Carolina at age 73 in 1833, he summarized seven tours of his service in writing:

"I was living in Wilkes County, North Carolina, the year before the Gates defeat, I think it was 1779. I volunteered in the Light Horse under Captain Moses Green, called out by Colonel Cleveland; I volunteered for six months but was discharged at the end of five months in this tour; I was actually engaged in scouring the country after Tories. (Captain Green discharged him and others by disbanding them, but with no written discharge.)

My second tour was in the year 1780, about the last of June. I volunteered under Captain Abraham Demoss to go to Ransom Mill, Colonel Cleveland, Commander. We got to Ransom Mill the day after the battle.

I saw at Ransom Mill General Rutherford on his way with troops to join General Gates. General Joseph McDowell was there also. The tour lasted two months; from Ransom Mill, Colonel Cleveland marched in pursuit of Colonel Bryant, a Tory, whom we followed to near Anson County. We were marched back and discharged, but not in writing.

The third tour was one month, to the best of my recollection. I volunteered under the same Captain Demoss and marched under Colonels Cleveland and Gordon to the Virginia Line in pursuit of Tory Captains Cadwell and Brown. We took a Tory officer who was hung by sentence of a Court Martial.

The fourth tour, I think, was three months; I volunteered with the same Captain Demoss in the Horse but was furloughed to attend to my brother, who was sick. When he got better, I went to join my company and met them on the Morgantown Road, with prisoners taken at Kings Mountain. I joined them, and we were marched to the Moravian Town.

Colonels Campbell, Cleveland, Winston, Shelby, and Sevier were at the Moravian Town part of the time I was stationed there, and at the end of three months of actual service, I was discharged and went home, but no written discharge.

The fifth tour was, I think, in the winter of the same year. I volunteered the same Captain Demoss to scour the country of Tories under the command of Colonel Cleveland and was actually engaged one month. I had no written discharge.

The Sixth tour was in the year 1781 before the Battle of Guilford. I volunteered under Captain Demoss, and for six weeks, we were watching Lord Cornwallis; we were a light foraging party toward Shallow Ford and in that neighborhood. We were discharged, but not in writing.

I was drafted after the battle of Guilford for the purpose of joining General Green under Captain Alexander Gordon. In the middle of July, we were called out on the winter tour, and we were marched to Salisbury and Charlotte and joined General Green at Camden. Colonel Malmaby had then the command of the Regiment in place of Colonel Locke, who started with them. 

We were foot troops, and I acted as Orderly Sergeant at the time of the Battle of Eutaw Springs. I was twenty-five miles from Camden with some sick men; we packed and joined the company and marched with the prisoners to near Salisbury, where we encamped until late November. When Colonel Locke, who had rejoined them, gave me a written discharge.

This discharge is lost. In this tour, I was enrolled for six months and in actual service for four months. I was engaged in other short tours during the war but do not recollect the times as, from age, I am losing my memory. I never had, but one written discharge, and that was the last tour. 

I have no record of my age, but I have seen a record of my father's bible, which states me to be born in 1760; I was born in Amherst County, Virginia, but moved to North Carolina when twelve years old. I have lived in this county [for] fifty-five years; it was first Wilkes County, and this part struck off is called Ashe.

I refer to Reverend Drury Senter, the Rev. Joseph Plummer, and any other respectable citizen of Ashe County on my character. I have no means of proving any but the last tour of service except by my own oath. 

I hereby relinquish any claim to a pension or annuity whatever except to repeat and declare that my name is not on the pension roll of the agency of any state. s/ Jesse Ray"

Jesse married Nellie Eleanor Baker in 1782; they had 10 children. He died in Ashe County on 10 February 1839.