The two artists face stiff competition from LPs by Django Django, Alt-J, Ben Howard, Field Music, Lianne Le Havas, Michel Kiwanuka, Richard Hawley, Roller Trio, Sam Lee and The Maccabees to win the prestigious award.
Commenting on her nomination, Jessie claimed she already felt like a winner.
She told BANG Showbiz: ''This is cool. This is wicked! I'm happy. I feel like I'm winning already, with the nomination. I don't know what I'll do if I win. I'm happy just going to an award ceremony!''
Simon Frith, Chair of Judges, claims the line-up represents an ''exhilarating soundtrack to life''.
He said: ''This year's Barclaycard Mercury Prize shortlist showcase a wonderful variety of musical voices, emotions and ambitions.
''There are eight debut albums on the list and four albums from more established artists. The sheer range of music here celebrates the abiding ability of British musicians to find new ways to explore traditional themes of love and loss while making an exhilarating soundtrack for life in 2012.''
The winner will be announced at The Roundhouse in London on November 1.