You need to cache JMS objects.
If you are using a Java EE server then it should do this for you. I believe this is configurable.
https://community.jboss.org/wiki/ShouldICacheJMSConnectionsAndJMSSessions
JMS objects like connection, session, consumer and producer were designed to be re-used. In most implementations connection and session are pretty heavyweight to setup and consumer usually requires a network round trip to set up. Producer is often more lightweight, although there is often some overhead in creating it.
Spring also offers connection and session caching wrappers.
Tuning WebLogic JMS http://docs.oracle.com/cd/E28280_01/web.1111/e13814/jmstuning.htm