Jesse Pye was born in Treeton on 22nd December 1919. He worked as a coalminer but was spotted playing football by a scout who worked for Major Frank Buckley, the manager of Notts County. He was signed to play for the Third Division club in August 1945. However, before he played a league game for his club he was sold to Wolverhampton Wanderers for £10,000 in May 1946.
Ted Vizard, the Wolves manager, selected Pye to make his debut on 31st August 1946. He scored a hat-trick in the 6-1 victory over Arsenal. He joined a team that included Dennis Westcott, Johnny Hancocks, Sammy Smythe, Jimmy Dunn, Jimmy Mullen, Billy Crook, Roy Pritchard, Billy Wright, Bert Williams, Bill Shorthouse and Terry Springthorpe. Pye finished the season with 21 goals.
Despite taking Wolves to third place in the 1946-47 season Ted Vizard was replaced by his assistant Stan Cullis in June 1948. The following year Cullis led Wolves to the FA Cup final against Leicester City. The team for the final included Pye, Johnny Hancocks, Sammy Smythe,Jimmy Dunn, Jimmy Mullen, Billy Crook, Roy Pritchard, Billy Wright, Bert Williams, Bill Shorthouse and Terry Springthorpe. Wolves won the game 3-1 with Pye scoring two goals in the first-half and Smythe netting another in the 68th minute.
Pye continued in good form and he won his first international cap for England against Republic of Ireland on 21st September, 1949. The team that day also included Wilf Mannion, Neil Franklin, Bert Williams and Billy Wright. England lost 2-0 and it was the last time he was called up to play for his country.
Pye was injured for most of the 1950-51 season but recovered to finish the club's top scorer in 1951-52. However, Stan Cullis sold Pye to Luton Town in the Second Division for £5,000 in July 1952. Pye had the outstanding record of scoring 95 goals in 209 appearances for Wolves.
Pye scored 24 goals in his first season but Luton could only finish in 3rd place in the league. He scored another 13 for the club before moving to Derby County in October 1954. He scored 24 league goals for his new club before retiring from football.
In 1957 Pye became the landlord in Wisbech. He also opened several sweet shops in the town. He was signed up to the local non-league football club Wisbech Town, playing in the Midland League. Pye scored the goal that beat Colchester United to put Wisbech Town into the second round proper of the FA Cup for the first time in their history in November 1957. He became player/manager of the club in March 1960 and held the post until resigning in April 1967.
Jesse Pye bought a hotel in Blackpool in 1968. He died in the town on 19th February 1984.