Vetoing energetic jet activity is a crucial tool for suppressing backgrounds and enabling new physics searches at the LHC, but the introduction of a veto scale can introduce large logarithms that may need to be resummed. We present an implementation of jet-veto resummation for color-singlet processes at the level of N3LLp matched to fixed-order NNLO predictions. Our public code MCFM allows for predictions of a single boson, such as Z/γ*, W± or H, or with a pair of vector bosons, such as W+W−, W±Z or ZZ. The implementation relies on recent calculations of the soft and beam functions in the presence of a jet veto over all rapidities, with jets defined using a sequential recombination algorithm with jet radius R. However one of the ingredients that is required to reach full N3LL accuracy is only known approximately, hence N3LLp. We describe in detail our formalism and compare with previous public codes that operate at the level of NNLL. Our higher-order predictions improve significantly upon NNLL calculations by reducing theoretical uncertainties. We demonstrate this by comparing our predictions with ATLAS and CMS results.