Imagine, for a moment, that it is Christmas day. The two people that you know best in the world are by your side. You know them and they know you better than anyone, so you knew exactly what to get them as a gift. You have planned out these gifts so carefully. They fit the personalities and lives and preferences of your friends as well as you could ever imagine. The first, let's call her Cindy, opens her gift. She loves it. She smiles and hugs you. The second, let's call him Andy, opens his gift. He loves it as well. Cindy looks over at Andy's gift, and says, "I wish I had that. If you had given me that as a gift, it would have been much better." You glance down at the gift you gave her. It is lying on the floor behind her as she egregiously obsesses over the gift you gave to Andy. She doesn't seem to care one bit that you thought so long and hard about this gift for her.
Don't you think that's how God might feel sometimes when we want other people's things? He gave us what He knew we would need and not only that, but what we would love. But we are too focused on what we don't have that other people do have to realize how special these things are that He's given us.
Essentially, Jesus is our ultimate treasure, and if we live that way and ingrain that into our minds, we will live in thanksgiving always. Not envy.