The 23-year-old hunk wasn't allowed into popular west London nightspot Embargo 59 in Chelsea and to make matters worse the star was with a lady friend who had to step in and ask the doormen if they knew who he was.
Unfortunately, the bouncers were none the wiser and the pair were left out in the cold.
An onlooker told the Daily Star newspaper: ''Jay was told he wasn't allowed in because he was dressed too scruffily.
''So he then asked the bouncers if they knew who he was - but they didn't have a clue.
''His date butted in and told them he was from The Wanted. She was getting annoyed at being stuck outside in the cold.
''But it made no difference - and eventually Jay had to accept the refusal.''
However, the denied entry might have pleased the boy band's management after they recently told the group - also made up of Max George, Tom Parker, Nathan Sykes and Siva Kaneswaran - to calm their drunken antics and banned alcohol from their dressing room.
Max said: ''We have been banned from having beer in our dressing rooms. So we have ginger ale and all that kind of stuff instead.
''They want us to look after our voices and stay out of trouble from now on.''
The '12 Years A Slave' director will receive the accolade at the London Film Festival in October.
Critics from all over the world were asked to name the best movie of the past 16 years.