Arsenal took a big step towards qualification for the knockout rounds with a 2-1 win at Europa League holders Sevilla on Tuesday.
Jesus put in a man-of-the-match performance at the Ramon Sanchez Pizjuan with a sumptuous assist for compatriot Gabriel Martinelli before scoring a beautiful second himself.
The 26-year-old Brazil international has now scored 23 goals in 41 appearances in Europe's premier club competition.
Jesus was part of the Manchester City side that lost the Champions League final to Chelsea in 2021.
The former Palmeiras forward had transferred to Arsenal when Pep Guardiola's side finally won it last season and is hoping to get his hands on the trophy this time around.
“It’s a competition that I love,” he said after his man-of-the-match display.
“All the competitions I love, because I just love to play football. But I don’t know, since day one in the Champions League, my debut, I scored goals.
“I haven’t won it yet, so I am looking for this, for this beautiful trophy. Obviously it is not easy, but I think we have to believe. If we don’t believe, we cannot be here.”