Sunset Lake at McKay Park
Between November 1 and January 31, catch and release only for trout, only flies, artificial lures, and unscented soft plastic baits are allowed. Starting February 1, no bait restrictions, daily limit of 4 trout.
MDC calls it "McKay Park Lake," but Google Maps is pretty sure it's "Sunset Lake." Either way, it's a 6-acre lake located in McKay Park in Jefferson City. You can enter the park by taking Sunrise Lane east from Southwest Blvd just north of Hwy 54. The first stocking generally takes place the first week of November, and additional stockings may also take place over the winter months.
As with all the winter trout lakes, oxygen levels will be good during the winter months, allowing for pursuit feeding, meaning you should have luck casting spinners, crankbaits, jigs, and streamers. However, colder water temperatures cause slower metabolism and will suppress feeding behavior. Focus your efforts early in the season before the temperatures get wicked cold, during unseasonably warm spells, and also as spring approaches. During colder weather, you may have better luck.
As with all the winter trout lakes, oxygen levels will be good during the winter months, allowing for pursuit feeding, meaning you should have luck casting spinners, crankbaits, jigs, and streamers. However, colder water temperatures cause slower metabolism and will suppress feeding behavior. Focus your efforts early in the season before the temperatures get wicked cold, during unseasonably warm spells, and also as spring approaches. During colder weather, you may have better luck.

mckay_park.pdf |