This video from the USA says about itself:
Blue Jays Prank Squirrels – and Humans!
26 July 2016
Blue Jays seem to delight in terrorizing the Backyard Gray Squirrels and manipulating us humans with their false alarm calls. When I hear these loud group alarm calls I usually grab the camera and head for the door as something interesting may be up!
But it doesn’t really take much to trick a squirrel or myself and the Jays have learned to use their vastly superior intellect to get more peanuts by drawing me out in the morning this way. They then settle in for a peanut party which I am too nice to deny them as I have left them alone for a month in Florida, but they do seem to have a bit of a guilty look on their faces.