In many cases 'che envidia' would translate as 'I'm so jealous'. As for example, if a friend of yours is going to travel around the world you can say: 'I'm so jealous' The word 'envy' in usually has a stronger, deeper meaning.

I envy/I envy you

She trying to translate "Qué envidia!", something like "I'm so jealous of you", but I think there is a particular english phrase for this, that, at this moment, can't remember.

Can you describe what you want to say? I do not know this expression in Italian. But I know very little Italian. I know Eros Ramazzotti, and his song texts but that is about it.