[Capitol Grill - Sports Bar in Jackson, MS Capitol Grill in Jackson, MS. Capitol Grill is a locally owned upscale sports bar. Be it football, baseball, hockey, or soccer, we've got the game on! As soon as you walk through our doors, you'll understand that we're not your average sports bar. We take pride in serving a wide range of customers. Since we opened, our focus has been on SEC sports and ensuring we have enough TVs for guests to watch their favorite college teams. Aside from the games, we also offer pool tables, a dart room, Golden]