Anna Jay made her first appearance in All Elite Wrestling (AEW) on April 1, 2020 and she was announced as having signed with the company that same month. Following a loss to Abadon on the June 17, 2000 episode of Dynamite, she was helped backstage by The Dark Order. Jay teamed with Tay Conti in the AEW Women’s Tag Team Cup Tournament: The Deadly Draw. They advanced in the quarterfinals by defeating Nyla Rose and Ariane Andrew but lost to Ivelisse and Diamante during the semifinals.
She was later officially introduced as a member of The Dark Order. On December 30, she and Conti defeated Britt Baker and Penelope Ford on the special episode of Dynamite and tribute to deceased leader of The Dark Order, Brodie Lee, dubbed the Brodie Lee Celebration of Life. In February 2021, Jay was set to compete in the AEW Women’s World Championship Eliminator Tournament but was taken off after suffering a shoulder injury during training. She underwent surgery the following month, and was expected not to wrestle for 6–12 months.
Jay returned from injury on the September 1, 2021 episode of Dynamite, saving Conti from an attack by Ford and The Bunny after Conti defeated Ford in a match. After months of feuding, the team of Jay and Conti defeated the team of Ford and The Bunny in a street fight on December 31 on Rampage. Jay then challenged Jade Cargill for the AEW TBS Championship in the main event of the January 21, 2022 edition of Rampage, where she was unsuccessful. On May 29, Jay faced Cargill for the championship again at Double or Nothing where she was unsuccessful again. On July 20, during Night 2 of Fyter Fest, Jay turned heel by attacking Ruby Soho, thus reuniting with Conti and joining the Jericho Appreciation Society.