Within the Color Glass Condensate (CGC) effective field theory, we derive the next-to-leading order (NLO) cross-section for the single-jet semi-inclusive cross-section in deep inelastic scattering (DIS) at small $x$, for both longitudinally and transversely polarized virtual photons. We provide analytic expressions, valid at finite $N_c$ and suitable for numerical evaluation, for both the cross-section differential in rapidity and transverse momentum and the cross-section differential in rapidity only. Our NLO formulae demonstrate that the very forward rapidity regime is plagued by large double logarithmic corrections coming from phase space constraints on soft gluons close to the kinematic threshold for jet production. A joint resummation of small-$x$ and threshold logarithms at single logarithmic accuracy is proposed to remedy the instability of the cross-section in this regime. By integrating over the single-jet phase space, we recover known results for the NLO DIS structure functions at small $x$, previously obtained using the optical theorem.