The Brazilian starred in the Gunners' 2-1 win over Sevilla in the Champions League on Tuesday after grabbing a goal and an assist.
Jesus pulled off a sumptuous Cruyff turn followed by a pinpoint pass to Gabriel Martinelli to open the scoring.
The former Manchester City forward then netted a stunning, curling effort in the second half before he was forced off late on.
Jesus sustained a tweak in his hamstring in the 79th minute of the Group B clash at the Ramon Sanchez Pizjuan Stadium.
He did not take part in his side's training session on Thursday and was left anxiously awaiting the results of a hamstring scan on Friday.
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Arsenal boss Mikel Arteta has since confirmed that it is bad news for Jesus, who will miss the game against the Blades through injury.
Speaking in his pre-match press conference, Arteta revealed the club have suffered a double injury blow with Thomas Partey also ruled out.
On Partey, he said: "The scan shows there is a muscle injury and we might lose him for a few weeks.
"With Gabi, I cannot give you any timeframe because he always surprises us.
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"But there's something there he felt in an awkward action (against Sevilla).
"It's true he had quite a lot of load in the last few weeks, which he hasn't in a long time. It's really bad news for us."
Jesus has impressed during his time at Arsenal but has struggled with a number of fitness problems in north London.
The 25-year-old missed a large chunk of last season after suffering a serious knee injury playing for Brazil at the 2022 World Cup.
A reoccurrence of the problem saw Jesus sidelined for the start of the 2023/24 campaign, with the striker only returning last month.