In this paper, the propagation of small perturbations in gravitational media with spatial dispersion due to the assumed nonlocality of the gravitational field is considered in the non-relativistic limit. It is shown that in the accepted model, under certain conditions, simultaneous consideration of the cosmological constant and the specified spatial dispersion makes it possible to correctly formulate the Jeans problem of gravitational instability of a stationary homogeneous continuous medium. An integro-differential equation describing small density perturbations of the system under consideration is obtained. By modeling the kernel of the integral term, this equation is reduced to a differential equation. The law of dispersion of the perturbations under consideration is obtained. Gravitational instabilities arising in such systems are investigated. It is noted that at times corresponding to the minimum of dispersion curves, the increase in density as a result of gravitational instability develops most slowly.