Part of the La Cage complex, Jazz was announced as "A not so loud adult retreat, featuring fine wine and champagne by the glass; large selection of imported beers; ice cream and blended drinks; large shrimp and snow crab claws by the piece". It also featured, on the weekeneds, "the golden voice of Milwaukee's own Charles Golden". Jazz was nestled between La Cage (the original club) and Dance Dance Dance (the dance and show space).

In 1990, the La Cage building main floor was extensively remodeled, and Jazz disappeared.