Summary: Regularity of the impulse control problem for a nondegenerate \(n\)-dimensional jump diffusion with infinite activity and finite variation jumps was recently examined in [M. H. A. Davis et al., SIAM J. Control Optim. 48, No. 8, 5276–5293 (2010; Zbl 1208.49045)]. Here we extend the analysis to include infinite activity and infinite variation jumps. More specifically, we show that the value function \(u\) of the impulse control problem satisfies \(u\in W^{2,p}_{\text{loc}}(\mathbb{R}^{n})\).