A pre-season arrival from champions Manchester City, Jesus proved an immediate hit with the Arsenal faithful in what was the north London club’s first home game of the campaign.
He delighted the bulk of a crowd of more than 60,000 at the Emirates Stadium by opening the scoring with an excellent shot in the 23rd minute before heading in to make it 2-0 before half-time.
But it was the fact that the 25-year-old Jesus was far from happy with his own performance that made the biggest impression on his boss.
“We know what Gaby can do,” said Arteta.
“He scored two assists too and he is feeling disappointed in that dressing room because he said he could have scored four.
“That’s the standard, that’s the mentality you want. To go to a different level, you need that mentality.”
Former Arsenal midfielder Arteta added: “I wouldn’t like to play against him… He’s so mobile, so intuitive and he’s always sharp and pro-active to play in any moment at any phase of the game, and he’s a real threat.”
Leicester fought back in the second half, initially through an own-goal from William Saliba, before Granit Xhaka restored Arsenal’s two-goal lead.
James Maddison narrowed the gap again for Leicester in the 74th minute but, barely 60 seconds later, the Gunners then made it 4-2 thanks to a goal from Gabriel Martinelli.
Arteta said Jesus was already having an impact on the rest of his squad.
“He lifts the standards,” said the 40-year-old Spaniard.
“The way every day he’s training, the way he’s talking today, the way they are connecting, I think it’s very natural, but at the same time it’s pretty impressive to do it that quickly.”