The Gunners forward channelled his inner-Eric Cantona to expertly chip goalkeeper Roman Burki from outside the box.
England international Bukayo Saka was sent through down the right channel by Jorginho, who cut inside before picking out Jesus.
There looked to be no danger with the 26-year-old languishing outside the edge of the box.
And as MLS All-Star Jose Martinez raced out to close the ex-Manchester City star down, Jesus calmly dinked the ball towards the far post.
It turned out to be a perfect strike, as his effort nestled into the back of the net - reminiscent of Manchester United legend Cantona's strike against Sunderland in the 1996/97 season.
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Just like the Frenchman's famous effort, Jesus' strike went in off the far left post.
All what was missing was for Jesus to lift up his collar - something he could have done if Arsenal's bold away strip had one.
Arsenal doubled their lead in the 23rd minute through Belgium international Leandro Trossard.
Like Jesus' audacious effort, Trossard's goal was another stunner from outside the box.
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It was Saka who was again the architect, as he found Trossard unmarked on the edge of the 18-yard box.
Shifting the ball onto his right foot, the versatile forward - playing as the left-sided No.8 - rifled his strike into the top right corner.
It was nothing less than what the north Londoners deserved, with MIkel Arteta's side bossing the opening 45 minutes at Audi Field.
And it was then 3-0 after Jorginho scored from the penalty spot just two minutes after the break.