Feeling jealous and feeling envious
both mean feeling discontented and resentful because someone else has,
or might be about to have, what you want. In fact, the American
Heritage Dictionary (Houghton Mifflin, 1996) lists them as synonyms
of each other in one meaning.
Being jealous also includes a feeling of anger, and
it often includes a fear that you might lose what you already have,
or that you might be supplanted by another person.
Being envious connotes that you want, that you yearn
for, something that someone else has.
Jealousy seems more acute; envy seems
more long-term.
You can be jealous of things as well as of people.
This phrase is an example in the American Heritage Dictionary:
…jealous of her friend's success…
A comment from Howard, a reader:
Being jealous seems to refer to a romantic situation,
in which one fears the loss of a partner; envious,
however, does not seem to apply to that situation. Envious
applies to a situation in which one longs for something or someone that
another possesses.