So I break off a friendship beacuse of a jealous girlfriend?

I have been great friends with this guys for years. We get along really well, and I view him like a brother. There is, and never was, not anything sexual between us at all. Problem is, his girlfriend, who also happens to be a really close friend of mine, gets jealous of our friendship. I understand the that everyone gets jealous, it's normal. Problem is, she won't talk to me about it. She just just annonyed and sulky and I have to hear about it form other friends. I don't know if I'm doing anything wrong....the things she get jealous over seem petty to me (like sharing a personal joke with her boyfriend or sitting next to him in a movie, even when she's on the other side). Am I being a bad friend and am I in the wrong? Please help. I don't wanna lose any friendship(s) over this.