Jesse Davis (born November 9, 1965) is an American jazz saxophonist. Davis began as a student in Ellis Marsalis's New Orleans Center for Creative Arts. After graduating, Davis embarked on a productive jazz career, recording 8 albums on the Concord Jazz label, alongside collaborations with such artists as Jack McDuff and Illinois Jacquet. Davis has studied music at Northeastern Illinois University, and in 1989 he received a "Most Outstanding Musician award" from Down Beat magazine.