The Brazilian striker arrived at the club from Manchester City and enjoyed a wonderful individual start after scoring three goals and bagging three assists in his first five Premier League games.
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While managing five goals and seven assists in all competitions, it has been eight matches since he last found the net himself.
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Speaking on White and Jordan, Keown said: "No goal in eight games but he does so much for the team, you cannot dispute that.
"He's tenacious, he offers himself all around the pitch. Maybe he needs to be a bit more selfish and be more central, but that's not him, that's not his personality."
However while Jesus is struggling for goals, Keown says that Arsenal are seeing Bukayo Saka and Gabriel Martinelli turn into leaders.
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"Martinelli and Saka are two wonderful players now," he added. "They're leading the club.
"At the start of the season it was Zinchenko and Jesus who kind of raised the bar. Zinchenko has been injured for some time and Jesus has fallen away with his goals, but those two young individuals are really leading them at the top of the table.
"They're quite magnificent and if you get the ball to those two as much as possible in wide areas then they could really punish Chelsea at the weekend."