What is the difference between envy and jealousy?

If we're talking about you, then jealousy pertains to things you own (usually a relationship). Envy, on the other hand, pertains to things someone else owns.

It is all about who owns the object being desired. Typically, jealousy is a three-person situation, but envy is a two-person situtation.
For example: I am filled with jealousy when you speak to my girlfriend.(Here, there are three people involved.)

I am filled with envy over your new house.(Here, there are two people involved.)

The Difference between Envy and Jealousy
Even though the words envy and jealousy are used interchangeably these days, there is a clear distinction between the two words that is still observed by language purists.

Jealousy over My Things but Envy over Your Things

The noun jealousy describes a negative emotion caused by an attack on something we already have (usually a relationship). It contrasts with envy, which is a negative emotion caused by wanting something owned by someone else (usually a possession or a personal trait).

Examples:
I felt jealous when you danced with my wife.(Jealousy is about protecting something you already have.)

I felt envious of your good looks.(Envy is about wanting something somebody else has.)

I'm really jealous of your new car.(This should be envious not jealous.)

The adjective jealous comes from jealousy, and the adjective envious comes from envy.