This paper explores the possibility that Conlon Nancarrow’s connection to jazz runs more deeply and widely throughout the Studies for Player Piano than is typically recognized through the clear stylistic allusions to jazz found in a few of the Studies. I propose that an awareness of this deeper connection—as suggested by Nancarrow’s profound appreciation for early jazz, especially that of Louis Armstrong and Earl Hines—might prompt a new and rewarding mode of listening to the Studies, an improvisational mode. The principle of collective improvisation, important in both early jazz of the 1920s and in “free jazz” of the 1960s, was valued by Nancarrow, and his discussion of it intimates an aesthetic stance that runs through his music.