Hardy has an eclectic set of interests outside of wrestling. At one stage, Hardy constructed a 30-foot statue of an "aluminummy" named "Neroameee" out of tinfoil outside of his recording studio (a spraypainted trailer). On another occasion, he created an artificial volcano in his front yard, which he then jumped over on his motocross dirtbike. Hardy is also an artist and poet.
Hardy appeared on the February 7, 1999 episode of That '70s Show entitled "That Wrestling Show", along with Matt, as an uncredited wrestler. He also appeared in the February 25, 2002 episode of Fear Factor competing against five other World Wrestling Federation wrestlers. He was eliminated in the first round.
In 2003, Hardy formed a band, Peroxwhy?gen, with fellow professional wrestler Shannon Moore and members of the band Burnside 6. The band recorded two songs. One was "September Day", a song Jeff had written in reaction to the September 11, 2001 attacks. Rumours arose that Peroxwhy?gen split up in 2004 shortly after recording the second song, "Modest", which Hardy later used as his entrance music in Total Nonstop Action Wrestling. However, on the official Peroxwhy?gen MySpace, on April 27, 2006, the following message was posted in the blog. "Yes we are still together and writing songs. No we are not broken up. JR from the band runs this site." In spite of this announcement, a moderator at "The Matt Hardy Show" claims that Jeff is currently working on his musical career as a solo act, and has left Peroxwhy?gen.
In May 2005, Jeff joined his brother Matt and Shannon Moore on a side project known as TheHardyShow, which was a creative outlet used by Jeff, Matt, and Shannon to showcase their lives outside of the ring. Jeff Hardy's favorite character portrayal, known as Itchweeed, is a landscaping legendary from the outer reaches of time and space, and makes random appearances during show episodes.