The actress had been on a night out with the lads in New York when she became embroiled in a brawl leading to her being charged with assault.
According to reports, Lindsay Lohan was arrested after she became jealous of another woman chatting up Jay's band mate Max George.
Jay hasn't confirmed whether or not these rumours are true but he did admit that Lindsay had been enjoying a night out with The Wanted that evening.
He said: "We were actually have a really nice night then unfortunately there was some sort of who-har.
"I'm not exactly sure what happened but we actually carried on partying."
Talking about his motivations behind the t-shirt, Jay admitted that he did it to cheer the actress up.
He explained: "I felt really sorry for her because she is a genuine sweetheart and I wanted to cheer her up a little.
"I know me and Max wanted to because she was an angel to us so I wore that."
[Related story: Lindsay Lohan brawl was over The Wanted's Max George?]
[Related story: Lindsay Lohan to have probation revoked]
And it turns out that Jay's attempt to put a smile on Lindsay's face worked.
He continued: "She definitely laughed and thought it was funny. It cheered her up while she was doing time!"
Max George recently described Lindsay Lohan as a 'good girl' following her troubles with the law.
Hmm, the last time we checked, being involved in a bar fight doesn't exactly make someone a 'good girl'.