Photoshop is a color managed application, and uses icc profiles to maintain color appearance over a broad range of scenarios.
Many other applications are not, and all bets are off there unless you take specific precautions. So the question is, what application are you viewing the saved jpegs in outside of Photoshop?
Also, is your display calibrated/profiled, and how? Photoshop will use that, other apps not.
A screenshot showing the two side by side would help pinpoint the exact issue here.