Envy or be jealous?

Hi teachers

I am not sure when and where, but I think I was taught that 'be jealous' is a better choice than 'envy sb.' from a foreign teacher.

Today I heard 'envy sb' while watching an English education video on Youtube.

Girl A said "Hats really suit you. I envy you."

I know envy and jealousy are not exactly interchangeable. So is it ok to use envy?

Thanks in advance~