For any positive integers n and m, Hn,m := Hn × C (m,n) is called the Siegel-Jacobi space, with the Jacobi group acting on it. The Jacobi forms are defined on this space. In this article we compute the Chern connection of the Siegel-Jacobi space and use it to obtain derivations of Jacobi forms. Using these results, we constructed a series of invariant differential operators for Siegel-Jacobi forms. Also two kinds of Maass-Shimura type differential operators for Hn,m are obtained.Definition 1.1. Let M be a positive definite half integer m × m matrix, a ( holomorphic ) Jacobi form f of weight k and index M , is a ( holomorphic ) function on H n,m , which satisfies the translation law of :(1.2) for g = A B C D , (λ, µ, κ) ∈ Γ J .