The 30-year-old said that he sees no point in forgiving him and Louise Cliffe with only three days left in the house.
Jay and Louise upset Aaron after they used a chunk of the show's prize money to pay for a birthday present for Alex Rose.
Confronting Aaron over the situation in the garden, Jay said: "Do you really want the last few days to be like this?
"I wish I never bought the present. I never thought you'd act like this. The last thing I had in my mind was upsetting you."
Aaron then responded: "I don't want it to be, but I've lost respect for you and Louise. I feel very wronged by it. I felt like the whole situation was done really sneakily.
"And at the moment I'd rather not be living with you and Louise, but because there's only three days left, I just think to myself, 'Just sit it out - it's the best way to get over it'. Talking about it is not going to make me change my opinion on what's gone down in the last few days."
Yesterday, Jay insisted that he would never speak to Aaron again due to his decision to isolate himself from other contestants.
Big Brother, which comes to an end this Friday, continues tonight at 10pm on Channel 5.
Watch Jay try to mend his friendship with Aaron below: