 Towards the end of the 2005–06 season, Smith was loaned out to Oxford United – and despite impressing manager Jim Smith during the run-in, it was not enough to save Oxford from dropping out of the football league.Steve Tilson has always maintained that there was a place for a fit Jay Smith in the Southend squad and even after speaking to Oxford about a permanent deal for 2006–07, Smith and Southend committed to each other again and he signed on for another year at Roots Hall.Smith once again found himself on loan, this time with League Two side Notts County.