I'm looking at it on a Galaxy S2 right now and it looks fine. (Edit: sorry, it's an S3). Or as good as can be expected.
But you've given us precious little to go on - not even a screen shot.
Android devices tend to use oddball pixel ratios, though - it is a non-standard mess. There is no way to cleanly scale bitmap graphics in these sizes. Let's say you have a 40x40 icon. On a 2.0 pixel ratio device it will be scaled by the browser to 80x80. On a 1.5 device to 60x60. It's going to look pretty bad if you look at it magnified.
JQM standard icons come in 1.0x and 2.0x, and the CSS applies these appropriately, so they will look good on all Apple devices.
Unfortunately, the Galaxy S2 appears to have a 1.5X pixel ratio, so if you want the best look you will need to create an additional icon set and write some CSS. Ditto for the weird devices with a 1.2x ratio, etc. You could wind-up needing a half-dozen different icons sets if you really want them to look good on all Android devices.
I've stopped using bitmap icons in my own projects, and use an icon font instead. Look into Font Awesome, (and jQuery Mobile Icon Pack Font Awesome) etc.
