In case, if you are accessing your application with a http://localhost prefix, you need to update your jest configuration (in your jest.config.js) as,

  "jest": {
    "verbose": true,
    "testURL": "http://localhost/"
  }

In case you do not already have any jest configuration, just include the configuration in your package.json. For example:

{
  "name": "...",
  "description": "...",
  ...
  "jest": {
    "verbose": true,
    "testURL": "http://localhost/"
  }
}

or in jest.config.js :

module.exports = {
  verbose: true,
  testURL: "http://localhost/",
  ...
}

or if you have projects configured:

module.exports = {
  verbose: true,

  projects: [{
    runner: 'jest-runner',
    testURL: "http://localhost/",

    // ...
  }]
}

I just had this cropping up in a large monorepo (in unit tests, that otherwise wouldn't have required jsdom). Explicitly setting the following in our jest.config.js (or the package.json equivalent) also alleviated that issue:

module.exports = {
  testEnvironment: 'node'
}

Update: As Nicolas mentioned below (thanks!), you can also add the following flags if you're not using any config files:

jest --testEnvironment node    
# or 
jest --env=node

You must specify what environment (--env) are you going to use.

When you run jest command in the package.json you should specify the environment (jsdom or node). For example:

  "scripts": {
    "jest": "jest --env=node --colors --coverage test",
    "test": "npm run jest"
  },

This should work for you!