Jet quenching in heavy ion collisions and in particular the sub-structure of quenched jets are promising tools for investigating the microscopic processes underlying jet quenching and the background medium's response to energy and momentum depositions. A quantitative understanding of the data can, however, be complicated by the presence of initial state radiation in reconstructed jets. Using an extended version of JEWEL the effect of initial state radiation on different jet observables is studied in proton-proton and heavy ion collisions. It is shown that, depending on the observable and the jet radius, the initial state contributions can be sizable. Some general insights into when sizable effects can be expected also emerges.