When Tom is convicted, Jem is extremely upset. His empathy for Tom and Atticus is evident:
It was Jem’s turn to cry. His face was streaked with angry tears as we made our way through the cheerful crowd. “It ain’t right,” he muttered, all the way to the corner of the square where we found Atticus waiting. (Chapter 22)
In Chapter 23, Jem is worried that Bob Ewell will do something violent to Atticus. But even though Bob spits in Atticus's face, Atticus teaches Jem to consider Bob's way of perceiving the world. This is the literal definition of empathy: the ability to understand the feelings and thinking of others. Atticus explains that he had shown Bob's lack of moral character during the trial and that he'd destroyed Bob's "last shred of credibility." He goes on:
The man had to have some kind of comeback, his kind always does. So if spitting in my face and threatening me saved Mayella Ewell one extra beating, that’s something I’ll gladly take. He had to take it out on somebody and I’d rather it be me than that houseful of children out there.
Atticus thinks of Bob's feelings in order to think of the feelings of Mayella and the other Ewell children. Jem says he understands. It is also at the end of this chapter that Jem is empathetic towards Boo Radley. Considering the travesty of the trial and how certain classes and races of people do not get along, Jem has an insight into why Boo Radley chooses not to associate with anyone outside his own house. He tells Scout:
"Scout, I think I’m beginning to understand something. I think I’m beginning to understand why Boo Radley’s stayed shut up in the house all this time… it’s because he wants to stay inside."