As Jones ran off the field, he turned down the fans who wanted a keepsake glove.
"I'm keeping those," said Jones, who had career highs with eight catches for 122 yards.
The second-year receiver and third-year quarterback went into the club's record book as its top touchdown combination. Jones set a Bengals record for touchdown receptions, scoring on catches of 9, 6, 17 and 6 yards. He's the first NFL receiver with four touchdown catches in a game since Randy Moss and Terrell Owens did it in 2007.
Dalton's five touchdown passes gave him 11 in his last three games, his best such span.
"This is where I want to be," said Dalton, who was 19 of 30 for 325 yards. "This is how I want to be playing. It's tough to do."
The Bengals (6-2) won their fourth in a row and padded their AFC North lead by taking advantage of New York's step-slow pass defense and its rookie quarterback, who had his worst day yet. Geno Smith threw two interceptions that were returned for touchdowns before heading to the bench early in the fourth quarter.
New York couldn't break its pattern of win-one, lose-one. The Jets took their most lopsided loss since a 45-3 loss to New England in 2010.
R Marvin Jones becomes the first NFL receiver to score four TDs in a game since 2007.
• The Bengals take a 21/2 game lead in the AFC North with the victory.
• Jets quarterback Geno Smith struggles, throwing for 159 yards and tossing two interceptions before being benched in the fourth quarter.