- A former high school teacher.
- His father is African-American, with some Seminole ancestry. His mother is of Swedish descent.
- Attended Temple University (B.A.) in Philadelphia, PA
- Friends with Harry Belafonte.
- Attended Moses Brown high school in Rhode Island.
- He has two children with his ex-wife Aryn Drake-Lee; a daughter Sadie Williams (b. December 2013) and a son Maceo Williams (b. October 2015).
- Both he and Patrick J. Adams made their Broadway debut in the revival of Take Me Out in 2022, and appeared fully naked on stage.
- According to Finding Your Roots, Jesse is a direct descendant of Joseph Herrick, who was the constable of Salem, Massachusetts during the Salem "Witch" Trials. He was also a direct descendant of the Swedish singer Inga Soffia, who was part of a woman's quartet that toured America in the 1870s.
- In New York shooting new movie Money (2016). (June 2015)
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