Is there any mention of where Jiraya was when Nine tails attacked Hidden leaf village? Later if Jiraya found about this why didn't he go on a mission to capture the masked Man who attacked village and killed his favorite student and Hokage of the hidden leaf?
Jiraiya was away when the attack happened, perhaps writing his own book. Once he got the news of the attack, he didn't go to a rampart spree or mission because he was not sure who was behind the attack. He also understood the motive of sealing half of Kurama into Naruto. So he decided to train Naruto instead of going to Mission.
Jiraiya believed there was more to the events of that night. He, like Minato, suspected Madara Uchiha's involvement, despite how old Madara would have had to be at the time. He also felt that Minato's decision to seal the Nine-Tails into his own son was significant, assuming he intended for Naruto to someday gain control of the Nine-Tails' power for some purpose Jiraiya couldn't guess. As such, Jiraiya took on Naruto as a disciple once he was old enough, training him to take advantage of the Nine-Tails' chakra and using the key Minato sent to him to accelerate the process.