We explore ocean circulation on a rotating icy moon driven by temperature gradients imposed at its upper surface due to the suppression of the freezing point of water with pressure, as might be induced by ice thickness variations on Enceladus. Using high-resolution simulations, we find that eddies dominate the circulation and arise from baroclinic instability, analogous to Earth's weather systems. Multiple alternating jets, resembling those of Jupiter's atmosphere, are sustained by these baroclinic eddies. We establish a theoretical model of the stratification and circulation and present scaling laws for the magnitude of the meridional heat transport. These are tested against numerical simulations. Through identification of key nondimensional numbers, our simplified model is applied to other icy moons. We conclude that baroclinic instability is central to the general circulation of icy moons.