Envy: a feeling of discontent or covetousness concerning another’s advantages, success, possessions, etc.
Jealousy: resentment against a rival, a person enjoying success or advantage, etc., or against another’s success or advantage itself.
Envy occurs internally when you want something that someone else has. That causes a feeling of sadness and discontent in your own life. Jealousy, on the other hand, involves another person. Jealousy consists of a level of anger towards another person.