We need a bit more detail.
Epic is usually the layer above issue - an Epic contains a collection of issues.
Category is a lot more vague - project category, issue category or epic category?
Category might be a reference to the Category field that is a built-in field for Work Management issues.
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True, that's a fourth category to ask about!
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I believe @Trudy Claspill is correct. It is a field appearing in the List View of the Work Management board.
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Ok, great, we can clarify that.
Epics and Categories have a similar reason to exist - they are for grouping issues together for some reason.
Where they differ is that Epics are primarily an Agile artefact, used for grouping together a large pile of stories from across your entire issue tracking system(s), all the stories that need to be considered together to achieve a single goal (yes, they should span systems when you've not yet managed to get everyone on to the same one properly)
Categories are much the same - you're grouping things together because they have a strong relationship. But, not because they are part of the same goal, more because they have a lot in common.
To use a recent example and hugely over-simplify:
The Epic can now be closed, people have attended, survived, suffered Team-'flu, done the work on contacting leads and and and. But it's still in the same category as the last 20 Team events.
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Excellent example, @Nic Brough -Adaptavist- ! Thank you very much. With Epics, I can go to any Epic view and see all the related issues. With Category, there is no way to do the same in Jira Work Management, correct?
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Correct, the category is more like a field than an Epic grouping. So while there's no "show me this category", you can of course search for it - JQL (and the basic search, and a lot of the reports) let you say "list the issues in this category".
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