We provide new inequalities of Jensen-Ostrowski type, by considering bounds for the magnitude of (Formula Presented), with various assumptions on the absolutely continuous function f:[a,b]→C and a μ-measurable function g, and a complex number λ. Inequalities of Ostrowski and Jensen type are obtained as special cases, by setting λ=0 and ζ=∫Ωgdμ, respectively. In particular, we obtain some bounds for the discrepancy in Jensen’s integral inequality. Applications of these inequalities for f-divergence measures are also given.