 On March 27, in a 118–103 loss to the Golden State Warriors, Conley passed Marc Gasol to become the Grizzlies' all-time leader in career points.On July 6, 2019, the Grizzlies announced that they had traded Conley to the Utah Jazz in exchange for Grayson Allen, Jae Crowder, Kyle Korver, the draft rights to Darius Bazley, and a protected first round pick.On April 17, 2020, Conley won the first NBA Horse Challenge title, beating Zach LaVine.