You are of course refering to Chapter Thirty-One of this excellent novel, which comes during the middle of Lizzie's stay with her newly married friend, Charlotte, which involves a number of visits to the house of the intimidating Lady Catherine de Bourgh.
Well, there is no direct reference in the text to Mr. Darcy being jealous, however, if we read between the lines, we can definitely see that Darcy is attracted to Elizabeth. Note how he comes towards her whilst she is with Fitzwilliam:
When coffee was over, Colonel Fitzwilliam reminded Elizabeth of having promised to play to him; and she sat down directly to the instrument. He drew a chair near to her. Lady Catherine listened to half a song and then talked, as before, to her other nephew, till the latter walked away from her, and moving with his usual deliberation towards the pianoforte, stationed himself so as to command a full view of the fair performer's countenance.
Perhaps we can infer that Colonel Fitzwilliam positioning himself so close to Lizzie and the way in which Lizzie is able to speak to him in a very free and easy way has ignited the flames of jealousy in Darcy, who we discover wants to marry Lizzie soon after from his proposal.