Non-intrusive optical methods of flow visualization, like particle image velocity (PIV) and planar laser-induced fluorescence (PLIF), have been widely applied to obtain instantaneous velocity and concentration fields with high spatial and temporal resolutions. When there are density variances involved in the flow, however, the optical measurements become challenging. To prevent the laser sheet which is used to illuminate the flow from getting deflected due to the changes of densities, it is essential to match the refractive indices for the solutions used in the experiments. A methodology based on the mixing behavior of a ternary-component system is applied in this work and an index matched density ratio of 3.16% has been obtained. To form a non-confined round free jet, an experimental facility was designed with a jet nozzle diameter of 2 mm, located at the bottom of a cubic tank with 30 cm side length. The jet flow is established by a servo-engine-driven piston to eliminate possible fluctuations introduced by the motor. A high fidelity synchronized PIV/PLIF system was utilized to measure the velocity and concentrations fields in the self-similar regions for the jet flow with density differences as well as for the reference cases in uniform environments. Results are analyzed and compared in terms of turbulent statistics. Important for validations of computational fluid dynamics (CFD) simulations, turbulent eddy viscosity as well as turbulent diffusivity are computed according to the standard gradient-diffusion hypothesis (SGDH). Scalar transport has been characterized for the jet self-similar region, compared with previous literature using pipe-shape jet nozzle in terms of the decay constants, jet spreading rates, and virtual origins.