Envy: wanting something that someone else has because of a reaction to lacking something. This does not have to carry a negative connotation.
I envy how she is able to express herself so clearly when she speaks.
Adelle has such a beautiful voice. I envy her.
Jealousy: fear that something will be taken away from you, like a relationship; it’s a reaction to the threat of losing something/someone. Always negative in connotation.
I think my best friend is jealous that I haven't been hanging out with her lately.
He is jealous that his girlfriend works with so many men.