The former Manchester City man was the catalyst for the Gunners' success at the Estadio Ramon Sanchez Pizjuan, where Mikel Arteta's side bounced back from their previous loss to Lens.
With the first half set to end goalless, Jesus produced an exquisite turn inside his own half before finding Gabriel Martinelli, who skipped past Orjan Nyland to slot home into an empty net.
Early in the second period, Jesus doubled Arsenal's lead with another sublime piece of individual work, taking the ball down in the left-hand side of the box and cutting inside before finding the top corner.
However, the 26-year-old's evening ended prematurely as he was taken off with a hamstring issue just before the end, as Eddie Nketiah saw out the Gunners' nervy 2-1 win in Seville.
Following the victory, Arteta admitted that Jesus asking to leave the field was not a good sign, although the striker himself stated that he was "pretty sure" his affliction was minor.
According to the Evening Standard, Jesus was sent for further assessment on Thursday, where the rest of the team trained as normal following their flight home from Spain.
The report states that Arsenal remained in Seville overnight on Tuesday, while also engaging in a recovery session on Wednesday morning before travelling back to North London.
It remains to be seen how severe Jesus's problem is, but the South American has emerged as a doubt for Saturday's Premier League showdown with Sheffield United, where Nketiah could come in to spearhead the charge instead.
Jesus's absence would be yet another bitter blow for club and player, as the ex-Man City striker has already been forced to undergo two knee operations since arriving at the Emirates last summer.
Jesus firstly sustained a serious issue while representing Brazil during the 2022 World Cup, which ruled the Brazil international out of action for three months, and he suffered a recurrence of that issue in pre-season.
However, the 26-year-old's second procedure was only a minor one, and he has already made 11 appearances for Arteta's side in the 2023-24 season, scoring four goals and providing one assist.
In addition to Jesus's injury, the Gunners also lost the injury-riddled Thomas Partey to a fresh muscular problem before their trip to Seville, only a couple of weeks after the Ghana international came back from a groin issue.
There is no prognosis on Partey's return either, while right-back Jurrien Timber is fighting an uphill battle to return from his ACL injury in time for the final weeks of the current campaign.