I'm not sure where you are driving from; but, Mesa Falls is on your way to Island Park, Idaho. You would need to backtrack a couple of hours to reach Jackson Hole. There is a turn off not far from Rexburg, Idaho that will take you to the Jackson Hole area. If you continued passed Mesa Falls, past Island Park and into West Yellowstone Montana, you would need to travel all the way through Yellowstone Park and out the South Entrance to reach Jackson Hole.
Yes, you would turn off to go to Mesa, but it's not that far out of the way. It's worth the trip out.
Mesa Falls is on the Mesa Falls Scenic Byway. It can be reached from West Yellowstone going south on US 20 until the MFSB branches on the left. It's a beautiful road (with a dirt road branch to Warm Spring). along which one can find the Upper and Lower Mesa falls.
After sightseeing return to US 20 via Marysville keep on going south then 26 will lead to Jackson WY via the Palisades reservoir. Long drive !.
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