Cesar spent seven seasons with Inter Milan - two of those with Jose Mourinho at the helm between 2008 and 2010 – and won a famous treble of Serie A, Coppa Italia and UEFA Champions League in the 2009/2010 season.
After spells with Queens Park Rangers in the English Premier League and Toronto FC, Cesar joined Portuguese giants Benfica, where he worked with Jesus.
Cesar won three Portuguese league titles at Benfica, with his first coming under Jesus. The two-time Serie A goalkeeper of the year has chosen the former Flamengo boss over current Tottenham Hotspurs manager.
"I really like his work. He is a coach who really has something extra. But not to belittle others, obviously," Cesar said on Caioba Game Show.
"Mourinho was the culmination of my career. It was a very successful time with him at Inter. But between Mourinho and Jesus, I prefer Jesus.
"Tactically, he is absurd. He's a guy who breathes it 24 hours a day. He has a phrase: 'Everyone plays ball; now, understand the game few understand.'
"I remember when I arrived at Benfica, in the first season, I learned a lot. Thing I would never have imagined, reaching the end of my career, at the age of 34, several titles won and a nice history in football.
"In terms of management, he is a guy who knows a lot."