Jaywalking in England

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Accepted answer

Other people have done nearly all the work here, but someone should draw everything together in an answer so the question can be put to bed.

Your assumption that jaywalking must be a crime in England, Scotland and/or Wales is wrong. Growing up as a child in England, I heard about the existence of jaywalking. But because simply crossing against the lights is not an offence here, I got completely the wrong end of the stick and assumed for most of my younger life that it meant gratuitously dancing around in the road when traffic was coming. Only when I moved to live in other countries did I discover, to my horror, that the pedestrian lights were mandatory elsewhere. And that in Germany, at least, people actually obey them.

Sarriesfan above points you to the highway code, which is HMG's definitive repository of guidance for road users (though not for Northern Ireland). Rule 7 gives general guidance for crossing, and though it advises you against crossing at certain unsafe places, it is only advice. With regard to light-controlled pedestrian crossings rule 21 says:

At traffic lights there may be special signals for pedestrians. You should only start to cross the road when the green figure shows.

The bold lettering is my addition. With regard to interpretation, it earlier notes:

Many of the rules in the Code are legal requirements, and if you disobey these rules you are committing a criminal offence [....] Such rules are identified by the use of the words ‘MUST/MUST NOT’.

[...]

Although failure to comply with the other rules of the Code will not, in itself, cause a person to be prosecuted, The Highway Code may be used in evidence in any court proceedings under the Traffic Acts (see The road user and the law) to establish liability. This includes rules which use advisory wording such as ‘should/should not’ or ‘do/do not’.

Again, the bold lettering is mine. This makes it clear that rule 21 is only advice, and not a requirement/prohibition. If you cross the road against the lights, and an accident ensues, then your decision to do so against the advice of the Code may help establish that you bear some liability for the accident. But merely crossing against the lights, even right in front of a policeman, will occasion no (legal) response.

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