The striker was withdrawn with 10 minutes to play, and Arteta admitted that Jesus himself requested to come off.
Arteta told TNT Sports: “He felt something in his hamstring. Let’s see. He straight away asked to be subbed which is not good news because Gabi is not a player that does that at all so we will have to wait to see in the next few days.”
It was a disappointing end to an otherwise superb night for Jesus, who assisted Gabriel Martinelli's opening goal in stunning fashion before an equally impressive finish of his own for Arsenal's second in a 2-1 win.
Arsenal rode their luck for periods of the game, but it was two moments of magic from Jesus which secured Arsenal's second win of the group stage.
A fine touch and perfectly-weighted pass from Jesus set Martinelli in behind to calmly rounding Nyland before rolling the ball into an empty net.
Jesus was in confident mood and extended the advantage with a fine solo goal, moving in off the left to curl a finish past the outstretched goalkeeper.