Jones moved to the Ospreys in 2004, winning the Celtic League title with the region in 2004–2005 and the Magners League title in 2006–2007. He was named as the new Ospreys captain ahead of the 2007–2008 season, taking over the mantle from namesake Duncan.

Jones's reputation grew during the 2005 RBS Six Nations, when he played consecutively against France, Scotland and Ireland at No.6 to pick up a Grand Slam medal – his barnstorming try against Scotland was one of the tries of the 2005 tournament. He was called up to the British and Irish Lions squad to replace Scotland's Simon Taylor in 2005.

Jones was included in Gareth Jenkins's squad for the 2006 Invesco Perpetual Series and featured in the historic draw with Australia, and matches against Canada and New Zealand. He also starred in all of the matches of the 2007 RBS Six Nations.

Having been rested from the two-Test tour of Australia, Jones was announced in Wales's 41-man preliminary Rugby World Cup 2007 summer training squad in June. However, in July he was ruled out of the Rugby World Cup after sustaining an injury to his left shoulder.

Having sat out the tournament and the subsequent Prince William Cup match with South Africa in November 2007, Jones was handed the captain's armband upon his return from injury in January 2008 by Wales's new Head Coach Warren Gatland for the forthcoming RBS Six Nations.

Grand Slam winning captain Jones led by example in the hugely successful 2008 campaign, leading his team out on all five victorious occasions and lifting the RBS trophy in front of a capacity crowd at the Millennium Stadium on March 15th after a superb victory over title contenders France.