Spotify told Newsbeat: "We can confirm that some of Jay Z's catalogue has been removed at the request of the artist."
Jay Z bought his own streaming service, Tidal, in 2015 for £45m.
But it only has around three million subscribers.
Other artists have withheld music from Spotify.
Jay Z's wife Beyonce also withheld her latest album, Lemonade, from Spotify.
Prince's back catalogue returned to Spotify, Apple Music and Napster in February after only previously being available on Tidal.
Spotify was valued at £6.8bn in 2015 but hasn't made a profit in the nine years since it was launched.
But that could change after it signed a new long-term licensing deal with Universal Music Group last week, the world's largest record label.
Its artists could now offer their music on Spotify's Premium tier before they appear on its free service.
It's thought that Spotify currently pays 55% of its revenue to record labels in royalties, with extra money going to music publishers.
Meanwhile, Spotify is still thinking about going public and listing on the stock market, which could raise much needed cash for the firm.
Jay Z sold a third of Tidal to US telecoms company, Sprint, in January for £162m.
Because of the deal, Sprint customers in America now have access to exclusive Tidal content.
Most of Jay Z's music is still available on Apple Music.
Here are the Jay Z albums now not available on Spotify
Vol. 3... Life and Times of S. Carter (1999)
The Dynasty: Roc La Familia (2000)
The Blueprint (2001) - also unavailable on Apple Music
The Blueprint2: The Gift & The Curse (2002)
The Black Album (2003)
Kingdom Come (2006)
American Gangster (2007)
The Blueprint 3 (2009)
Magna Carta Holy Grail (2013)