We review the recent progress in understanding the jet structures on exoplanets as well as on and inside the Sun. The emphasis is on the more robust aspects of observation and numerical modeling that relate directly to jets. For the exoplanets, the primary focus is on hot-Jupiters since many more observations are available for them presently than other types of exoplanets. Because not much is known about the morphology and strength of the jets on exoplanets, there is currently not much agreement. In contrast, the picture is very different for the Sun. In fact, the jet structure of the Sun is arguably one of the best known jet structures of all the planets and stars, due to the fact that Sun's disk is resolved and its interior can be probed with helioseismology. A discussion of several critical issues pertaining to the modeling of jets on exoplanets and the Sun is presented, along with a brief outlook on the subject.