Jess Conley, considered the last African American jockey to compete in the Kentucky Derby, was actually one of the last. He finished third aboard Colston in 1911.
Conley had competed in the Derby twice before: in 1898 aboard Hand'Or (finishing fourth) and in 1899 aboard Mazo (finishing third).
In 1921, Henry King was the next African American jockey to ride in the Kentucky Derby; Marlon St. Julien rode in 2000.
For more see Black Maestro, by J. Drape; and R. A. Frister, "Forgotten heroes: Black winners of the Kentucky Derby," Ebony, May 1989, pp. 82-87 [available online at Google Books]. See also Jess Conley at the Emeryville Historical Society website for information on his competitions on the Emeryville Racetrack in Alameda County, CA.