There are many uses of both words. Some are nearly the same.
I envy my brother (because he is wealthy).
I envy my brother’s wealth.
I envy his wealth. (So even though by default you envy a person, we often leave that out. I may not really envy him - I just wish I had his wealth.)
I envy him his wealth. (I envy him because of his wealth. I wouldn’t favor this construction over the others, but you will hear it)
I’m jealous of my brother (because he is wealthy)
I’m jealous of his wealth.
I’m jealous of him.
I’m jealous of him his wealth. (No. That construction would only be used for ‘envy’)
As a noun, ‘envy’ is a little higher register.
Envy is a sin. (Yes)
‘Being jealous is a sin. ‘ Or ‘Jealousy is a sin.’ (Not really)
Half the women I work with have a crush on me. My wife is constantly jealous. (Different than envy. Not expressing that she wants what I have, but rather that she doesn’t want me to receive romantic interest from others.)