Jealousy is not always easy to deal with because it can be negative or positive depending on what sort of jealousy it is. If the jealousy is founded on real facts on a real threat then it can actually be positive toward a relationship. Of course when you're dealing with sexual jealousy there are numerous feelings that are involved. Most people want their partners to be monogamous and to be faithful.
One way to deal with sexual jealousy is have open and direct communication to make sure that your partner discusses their sexual feelings and preferences and that you hopefully are able to satisfy those preferences in bed. A lot of sexual jealousy is triggered by the desire for novelty or sexual experimentation making sure that you keep your love life interesting, sexy, keep sizzling it will keep some of the sexual jealousy at bay.
Obviously some people experience pathological sexual jealousy. They feel suspicious constantly and they constantly wonder if their partner is interested in having sex with someone else. If you experience those kinds of feelings all the time then it's probably something you need to deal with in therapy. It's probably something that stems from your insecure attachment style and is best handled in a therapeutic setting.