The main difference between a jelly roll pan and a cookie sheet is that a jelly roll pan has sides that are 1-inch high, while a cookie sheet has only one or two sides bent up. A jelly roll pan is used to make cake rolls or roast vegetables. It can also substitute for a cookie sheet, if needed.
While many bakers use jelly roll pans and cookie sheets interchangeably, they are actually made for two very different purposes. Cookies bake best when air is allowed to circulate freely around them. Therefore, the flat surface of a cookie sheet with no sides is perfect. A cookie sheet may have a side that is slightly turned up, but this is only for easy handling and it will not affect baking. Because this sheet does not have any sides, it should not be used to bake anything that has juices that might run down the edge.
All four sides of a jelly roll pan are 1-inch high. These short edges make the pan ideal for a number of different recipes including jelly rolls and homemade pizza. The pan can also be used to bake cookies, but cooking time may need to be adjusted due to the lack of air flow.