Jesus was missing in action when Arsenal beat Monaco on penalties to win the Emirates Cup on Wednesday.
Arteta revealed afterwards that the Brazil international has undergone minor surgery to correct a knee problem that will rule him out for a few weeks.
The news means Jesus will not feature against former club Manchester City in the Community Shield on Sunday.
His involvement in Arsenal's opening Premier League game of the season against Nottingham Forest next week is also in doubt.
"Unfortunately, he had a little procedure this morning," Arteta said. "He's had some discomfort in his knee that caused him some issues so they had to go in. It's not something major but he's going to be out for a few weeks.
"It's a big blow because we had him back to his best, especially with the way he played against Barcelona and he was in good condition but unfortunately we lost him.
"We had to look at it and we had to make a decision and the best one is to protect the player and get him back as quick as possible. We decided to do it."
Jesus had knee issues last season as well and missed 15 matches in total as a result.
He scored 12 goals in 33 appearances last season after joining from Manchester City for £45m.
