Answer by taking a quote from the following article:

The Jay Leno Show is an American talk show created by and starring Jay Leno. Premiering on NBC on September 14, 2009, the program aired on weeknights at 10:00 p.m. ET/PT through February 9, 2010. The program was modeled upon the format of a late night talk show--specifically, Jay Leno's incarnation of The Tonight Show, opening with a comedic monologue, followed by interviews with celebrity guests and other comedy segments. Sketches from The Tonight Show (including Headlines and Jaywalking) were carried over to The Jay Leno Show, along with new sketches.

NBC became the first large United States network to broadcast the same show every weekday during prime time since ABC's Who Wants to Be a Millionaire? marathons in 1999 and only the second since DuMont aired Captain Video and His Video Rangers from 1949 to 1955. More recently, the upstart MyNetwork TV had attempted, upon its launch in 2006, to air the same telenovelas every night of the week, a programming strategy that proved to be very unsuccessful. NBC's executives called the decision "a transformational moment in the history of broadcasting" and "in effect, launching five shows." An industry observer said that Leno, "in all my years, is the biggest risk a network has ever taken." According to former NBC president Fred Silverman, "If the Leno Show works, it will be the most significant thing to happen in broadcast television in the last decade."  Although NBC had not developed a new hit show at 10 pm in years, industry executives criticized the network for abandoning a history of airing quality dramas at that hour such as Hill Street Blues, St. Elsewhere, and ER, which made NBC "the gold standard for sophisticated programming . . . the No. 1 network for affluent and well-educated young viewers" during the 1980s and 1990s. In addition, critics predicted that the decision would hurt NBC by undermining a reputation built on successful scripted shows. Other networks believed NBC's decision created an opportunity, and planned their 2009-2010 schedules accordingly. For example, the show competed with The Mentalist, CSI: Miami, CSI: NY, and Numb3rs, four of television's most popular series, on CBS (the first of those four series was moved to 10:00 PM to directly compete with Leno's show, and significantly improved the ratings for that timeslot compared to its predecessor). Leno was also not easily sold overseas.  The January 29, 2010 issue of Entertainment Weekly listed the show at the top of a list of the 50 Biggest Bombs in television history. The comment made by the network executives about "launching five shows" was ultimately transformed into the joke that its removal was like "cancelling five shows". TV Guide similarly listed the show as the biggest blunder in television history in its November 1, 2010 edition.

What network was the show on?
NBC