The Worst Thing That Ever Happened To Jay On Chicago P.D.

It all went down in Season 5, Episode 1, "Reform." Jay finds himself in the midst of a shootout, and during the skirmish, a stray bullet flies off and hits a young girl. Suffice to say, Jay's worried sick for her well-being once she goes to the hospital, and he prays for a miracle to happen. After initially being told there was a chance she could survive, Jay returns to the medical ward to learn she passed away from her injuries. 

An investigation takes place and determines the bullet that killed the girl came from Jay's gun. The police department later puts out a statement about how Jay's been cleared of all charges, but her death still weighs heavy on his conscience. He even requires time and convincing to meet with the girls' mom so that he can apologize and return the girl's necklace. It's one of the most emotional moments in any "Chicago P.D." episode. 

Jay has always had an issue with survivor's guilt and feeling traumatized that others have died due to what he did or didn't do. It all dates back to his time in the military, and things haven't gotten easier since his time in the force. We'd like to think things would get more manageable for him at this point, but with the show on its ninth season, we'd say things will get harder before they get easier for Jay.