The spatial and spectral properties of three-dimensional photonic jets are studied in a framework employing rigorous Lorentz-Mie theory. The contributions to the field from each spectral component are studied quantitatively and highlight the distinctive features of photonic jets. In particular, the role of evanescent field in photonic jets generated by small spheres is investigated. Secondary lobes in the propagative frequency distribution are also singled out as a distinctive property of photonic jets. It is shown that these differences lead to angular openings of photonic jets at least twice as small as those in comparable 'Gaussian' beams.