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Is this right?

"We did try," said Jane, "Unfortunately, it didn't work out."

I am confused about the use of commas. Should there be a period after Jane? 

THANKS!
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No, your punctuation is fine as is.
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Comments  
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AnonymousWe did try," said Jane, "Unfortunately, it didn't work out."

Should there be a period after Jane?

To me, there should be one.

Did Jane's sentence end with "try" and then she started a new sentence? I imagine Jane said this: "We did try. Unfortunately, it didn't work out."
There was a period after "try," so your sentence should say:
"We did try," said Jane. "Unfortunately, it didn't work out."

The period after "Jane" reflects the period in her conversation after "try."
I would say "Yes" because she is quoting 2 sentences.
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