Mars lies immediately closer to the Sun than Jupiter. In the standard order of the eight planets, Mars is fourth from the Sun and Jupiter is fifth.
The sequence outward is Mercury, Venus, Earth, Mars, Jupiter, Saturn, Uranus, and Neptune. Mars and Jupiter are separated by the main asteroid belt, a broad region containing countless rocky bodies. Ceres, the largest object in that belt and a dwarf planet, orbits between the two planets.
This question concerns the planets’ average orbital arrangement, not the momentary distance between them. Planetary orbits are elliptical, and their positions constantly change as they travel around the Sun. Mars can sometimes be much farther from Earth than at other times, while Jupiter’s distance from the Sun also varies slightly. Nevertheless, Mars remains the planet with the next inward orbit relative to Jupiter.
A common mistake is choosing Earth because it is closer to the Sun than Jupiter too. Earth is indeed inward of Jupiter, but it is not immediately adjacent in the planetary order: Mars lies between Earth and Jupiter.