Use lein localrepo to install jMonkeyEngine3 jars. Build jME3 with "ant build-engine" then run this script from "<jme3_root>/engine/dist/lib".

jme3_local_install.py

import os
import subprocess

path = os.path.dirname(os.path.realpath(__file__))

def install_cmd(fname, group_id, art_id, version):
  return "lein localrepo install %s %s/%s %s" % (fname, group_id, art_id, version)

for fname in os.listdir(path):
  name = os.path.splitext(fname)[0]
  cmd = install_cmd(fname, "jme3-local", name, "3.0-SNAPSHOT")
  subprocess.check_output(cmd, stderr=subprocess.STDOUT, shell=True)