We calculate the production of a W boson and a single b jet to next-to-leading order in QCD at the Fermilab Tevatron and the CERN Large Hadron Collider. Both exclusive and inclusive cross sections are presented. We separately consider the cross section for jets containing a single b quark and jets containing a b-anti b pair. There are a wide variety of processes that contribute, and it is necessary to include them all in order to have a complete description at both colliders.