Jessie is the creator of a website called Pindippy, which contains art and comedy sketches, some of which feature other former Harry Potter actors. She has also appeared in films and series such as Great Expectations, Wizards vs. Aliens, and Call the Midwife. As of 2016, she is also designing greeting cards, performing stand-up comedy, and raising her two children with her boyfriend, fellow stand-up comedian Alfie Brown. Despite sharing her last name with him, Jessie is not related to Nick Cave.
- Cranford (2007) as a villager
- Summerhill (2008) as Stella
- Inkheart (2008) as a water nymph
- Harry Potter and the Half-Blood Prince (2009) and Harry Potter and the Deathly Hallows Part II (2011) as Lavender Brown
- Sadie J (2011) as Hermione
- Great Expectations (2012 adaptation) as Biddy
- Wizards vs. Aliens (2013) as Alicia Ferguson
- Glue (2014) as Annie
- Pride (2014) as Zoe
- Call the Midwife (2016) as Connie Manley
- Death by Adaptation: Now you feel bad for laughing at her, don't you?
- Large Ham
- She took one look at the script for Harry Potter and the Half-Blood Prince, knew exactly what needed to be done, then rolled up her sleeves and charged in with all the ham she could bring and then some. The results, particularly the scene where she visits Ron in the hospital wing after he's been poisoned, are glorious to behold. She owns that scene.
- Her "dream wedding" monologue.