Yet another successful Ellis Marsalis student from New Orleans, Davis is accompanied on The Setup by musicians of equally sterling credentials, guitarist Peter Bernstein laying down the chords like a plush carpet for Davis’ regal procession of stately cool. On his own "Vee Cee," Davis at times could be mistaken for Woods as he combines fiery improvisational attack with clean articulation. "Little Melonae" pays tribute to another alto saxophonist, Jackie McLean, and Davis attacks the song with McLean’s angular slant, even though Davis could never bring himself to abandon his own pearlescent sound to simulate McLean’s flatter sound. Even "Lament," which customarily is played lugubriously in the tenor range, could have ended up being shrill in the hands of lesser alto saxophonists. Instead, Davis shapes the phrasing with carefully conceived attention to the tune’s well-known harmonic structure, and his interpretation ends up putting J.J. Johnson’s most famous composition in a new perspective at a higher range, replete with swirling phrasing and descending loose-embouchured "cries."
Davis ends the CD with "Circus," set up with the rhythm section’s lightly Latin vibe before he and Bernstein play the first chorus in unison. Sure enough, the understated introduction belies the streams of swinging improvisation to follow, as they do on all of the other tracks of The Setup. Davis’ consistently satisfying delivery throughout the CD, with his clearly stated tone and logical flow of ideas, reminds listeners that Jesse Davis should be considered among the upper echelon of alto saxophonists recording today.