Do you know the difference between envy and jealousy? Jealousy is when you have something and are possessive of it. Envy means you want something someone else has. Envy is always a sin, is always wrong. The last commandment is basically a definition of Envy (The Message version is particularly good):
No lusting after your neighbor's house—or wife or servant or maid or ox or donkey. Don't set your heart on anything that is your neighbor's. Exodus 20:17
When we look at what others have, their lives, and wish it were ours, we are doing a disservice to ourselves, to God, to the people we are looking at. When you want what is not yours, you no longer are seeing that person who has it as a person. You are seeing them as an obstacle, something in the way of what you want.
When you envy you are in a sense judging God and God's provision for your life. Where you are isn't where He's taking you. If there is something you really want but do not have, it is very likely God's mercy that you don't have it. There are many things we think we want that might not be good for us at all. Riches are dangerous to the soul. It is easy to forget God when we are satisfied with riches.
When you envy your neighbor you cannot love.
When you envy you can't be grateful. You can't appreciate all the good in your life.
A healthy heart, a healthy life, a happy life, is a contented and grateful life. God knows envy will just make you miserable. He doesn't want you miserable.
A little leaven leavens the whole lump of dough. Galatians 5:9
Think of envy as the leaven. Put that in your heart and it will produce a whole bunch of nasty junk in your heart: bitterness, anger, discontent, hatred (and on and on). You can even lose your faith because of envy.
But those who want to get rich fall into temptation and a snare and many foolish and harmful desires which plunge men into ruin and destruction. For the love of money is a root of all sorts of evil, and some by longing for it have wandered away from the faith, and pierced themselves with many a pang. 1 Timothy 6:9-10