One difference between rockets and jets is found in the type of fuel they burn. Jet engines are air breathers. They take in air (which contains oxygen needed for combustion), mix it with fuel, burn it to increase the pressure, and exhaust the spent gases out the back at a high rate of speed. This high-speed ejection of mass propels the plane forward. Rockets do almost the same thing with two exceptions. Unlike jets, they carry their own oxygen along with them and a rocket does not have wings that add lift. Rocket fuel can burn without external oxygen being present. As a side note, once a solid fuel rocket is ignited, it cannot be turned off. Jet engines must have outside oxygen from the air.
Another difference is that jet planes have wings for lift and rockets do not. The density of air and the speed of the plane affect the lift on the wings. For rockets the lift (thrust) is provided solely by the expelled gases.
Therefore, a rocket can travel in the vacuum of space void of air, but a jet engine could not. A jet plane has a ceiling limit above which it cannot fly because there is not enough air. The jet engine must be able to ’breathe’ in order to function. Rocket fuel is considerably more efficient than jet fuel and rockets usually are more powerful. However, the rocket generally is heavier because it must carry all of its oxidizer with it.