By the time he was seventeen, Jerome was singing and dancing in vaudeville. He toured with minstrel shows and performed in blackface. He met Eddie Foy while on tour and they became friends; the two would work together often throughout their careers. By the late 1880s Jerome was performing as a parody-singer at Tony Pastor's. He also began to write songs and his efforts met with some success. In 1891, Jerome composed "He Never Came Back", sung by Foy in the musical "Sinbad", which became the hit of the show. Throughout the 1890s he continued to perform, and his reputation as a lyricist grew gradually. He wrote "My Pearl is a Bowery Girl" (1894) with Andrew Mack which became a number one record for Dan W. Quinn.