Mikel Arteta's side officially unveiled the new no.9 on Monday after signing him from Manchester City.
The Brazil international becomes Arsenal's fourth summer signing, and expectations will be high.
Jesus netted 123 times in 319 appearances in all competitions for City, including 58 goals in the Premier League.
And in the 47 games he has scored in, he is yet to end on the losing side when finding the net, winning 44 and drawing three in the process.
Only Liverpool midfielder James Milner has netted more (54) in the competition's history without ever losing.
The Gunners let Alexandre Lacazette leave, who scored four Premier League goals in 30 games last season, while Jesus scored as many as that in 53 minutes against Watford last season.
Jesus, 25, spent five-and-a-half years at the Etihad, a period which saw him win 11 major trophies, including four Premier League titles.
Arsenal missed out on Champions League football last season, and given Jesus' goals, the Gunners will be hoping to go at least one better in the upcoming campaign.
Jesus is excited at swapping Manchester for north London and has revealed he is looking to follow in the footsteps of Thierry Henry.
"I followed Arsenal when I was young because of [Thierry] Henry," Jesus told the club's official website.
"Obviously I didn't follow too many European teams but when I saw some of the players that played here, I was like "wow, this club is big."
"When I played against Arsenal I was looking at the Emirates and it was a very good stadium, so I'm very excited to play here.
"I'm so happy to sign for this big club. Since day one when I knew I could come to play for Arsenal, I was happy. I know the staff, I know some players, the Brazilian ones.
"I know there are a lot of top players. They are young and I'm still young as well, so I am so happy to be here to help. I come to help, to learn as well and to try to do my best."