Wiktionary's definition of jealous notes,
Some usage guides seek to distinguish "jealous" from “envious”, using jealous to mean “protective of one’s own position or possessions” – one “jealously guards what one has” – and envious to mean “desirous of others’ position or possessions” – one “envies what others have”. However, this distinction is not reflected in usage, as reflected in the quotations of famous authors ... using the word jealous in the sense “envious (of the possessions of others)”.
Wiktionary gives Twain and Wilde as examples. Plenty of other historical examples exist, such as this 1888 piece noting that
these colonies are bitterly jealous of each other’s position
Interestingly, Etymonline also discusses about jealous that
Most of the words for 'envy' ... had from the outset a hostile force, based on 'look at' (with malice), 'not love,' etc. Conversely, most of those which became distinctive terms for 'jealousy' were originally used also in a good sense, 'zeal, emulation.' [Buck, pp.1138-9]
which may provide some clue about why envy only seems to have a negative sense, about coveting or resenting, whereas the energies of jealousy can be somewhat positive (guarding that which one loves or seeking to emulate that which one admires).
Indeed, if we look at examples of the obsolete uses of envy in Wiktionary, such as "hatred, enmity, ill-feeling," they sound worse than being jealous:
1485, Thomas Malory, Le Morte Darthur, Book X:
‘Sir,’ seyde Sir Launcelot unto Kynge Arthur, ‘by this cry that ye have made ye woll put us that bene aboute you in grete jouparté, for there be many knyghtes that hath envy to us [...].’
Ultimately, how you qualify these words (do you sigh, to indicate that your envy is merely a wistful desire? do you write that the person had a burning envy, or a playful jealousy, or a jealousy that knew no bounds?) will determine which is the stronger, or more negative, for today's speakers. As @Hal points out, either is likely to be understood.