Shit, same thing happened to me.
The girl was my best friend and she asked out my friend ONLINE when he was practically a stranger to her.
If you are friends with the girl try to continue your friendship as much as possible I guess, try not to let this ruin it.
If you are not friends with her then I'm not really sure, in fact despite my experiences with a similar problem I'm not sure what advice I could give you seeing as everything that has happened to me has been so...bizarre.
My issue was moreso rejection rather than jealousy anyway.
I wouldn't recommend doing this, but I told my friend how I felt and he was strangely supportive, he noticed how upset I was and continuously recommended that I tell her, despite the fact they were together.
I did eventually tell her, and she has barely spoken to me since.
She hates me, as I said before the situation was hugely F'ed in the A, sorry bro but the only thing you can truly go on is yourself.