Weldon graduated from the Rutgers University Jazz Program in 1981 and joined the Lionel Hampton Orchestra. He worked with Hampton until he died in 2002. He subsequently worked with organist Jack McDuff & his "Heatin' System" band. Additionally Jerry has worked with organists Jimmy McGriff, Joey DeFrancesco, Bobby Forrester, Dr. Lonnie Smith, and Mel Rhyne, trombonist Al Grey, piano players George Cables and Cedar Walton, drummers Roy Haynes and Jimmy Cobb as well as guitarist/singer George Benson, guitarist Earl Klugh, bassist Keter Betts, singer Mel Tormé and a host of other legendary musicians.
In 1990, Weldon became a charter member and featured soloist with Harry Connick Jr.'s newly formed big band. Since then, he has toured with Connick, and was also part of his Broadway musical production, Thou Shalt Not. From 2016 to 2018, he was a member of the “house band" on HARRY, Connick’s daytime television variety show. In addition to Weldon's work with Connick, he performs regularly as a leader of his own groups in New York City and tours throughout the U.S. and Europe.
