Jesse Lake   Be the first to submit input for Jesse Lake. If you have info on Jesse Lake, Sheridan County, Nebraska please submit it here to improve this web site.          These outdoors activities are available near Jesse Lake.   Hotels Near Jesse Lake: Alliance Hotel and Suites, Alliance, 17 miles away Holiday Inn Express ALLIANCE, Alliance, 17 miles away Patriot Inn, Hemingford, 32 miles away Best Western West Hills Inn, Chadron, 44 miles away Americas Best Value Inn Chadron, Chadron, 45 miles away