Absolutely your dog is getting jealous ....
esp if this cat is new to your family
You're asking your dog who has had you all to itself for all this time to now share your attention
What you need to do is make your dog understand that it's in his best interest to like you giving attention to your cat
What you can do is pick up your cat and pet her ....
When your dog comes over in a nice calm voice tell him what a good boy he is and give him a treat
Keep giving him treats from time to time during the session to keep his interest
and soon he'll realize ... Hey this cat's not bad at all