jDownloader doesn't look too great and doesn't respect your GTK theme or icons. But luckily, if you use the Faenza icons, you can get jDownloader to use it (this is actually a jDownloader icon theme).
Here's a screenshot before and after applying the Faenza jDownloader theme:
Yes, the UI is still not too pretty, but at least the icons look better.
To get Faenza icons for jDownloader, download the theme from Gnome Look, extract it, then copy the folder called "jd" to your ~/.jdownloader folder - this will overwrite some files so you may want to make a backup of the original "jd" file just in case.
Then, start jDownloader, head over to the Settings tab and under User Interface > Theme, select "Faenza" from the drop-down. You'll then have to restart jDownloader to see the new Faenza theme.
Download Faenza for jDownloader