In this paper, we develop a Hamilton–Jacobi theory for forced Hamiltonian and Lagrangian systems. We study the complete solutions, particularize for Rayleigh systems, and present some examples. Additionally, we present a method for the reduction and reconstruction of the Hamilton–Jacobi problem for forced Hamiltonian systems with symmetry. Furthermore, we consider the reduction of the Hamilton–Jacobi problem for a Čaplygin system to the Hamilton–Jacobi problem for a forced Lagrangian system.