How can I play the PUBG game on a Jio phone?

You can't play PUBG on a Jio phone, because currently PUBGM can only run on the phone which has Android or IOS system, but Jio phone use another Kai OS. It's better for you to get an Android system phone to run PUBGM.

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If you are concerning about your Android phone's low spec can't provide you a smotth gaming experience in PUBGM, I recommand you an app named 'WeGame for PUBG Mobile'. It's an official app which customized for PUBG Mobile, which has a game booster that can help you boost your device's performance with just one touch, optimize the CPU, RAM and many other things automatically for gaming and max performance.

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And now it just released in India region, you can use your Android phone to download it from Google Play.