Jesus opened the scoring in the 33rd minute after a corner found him unmarked at the far post, lashing his effort past Jordan Pickford and into the roof of the net, before playing a role in setting up Bukayo Saka for the second minutes later.
The 25-year-old striker, who scored twice in a pre-season friendly against Nuremberg earlier this month, was signed for 45 million pounds ($53.33 million) from Manchester City in the close season.
"He creates chaos, he creates uncertainty and he's always on your shoulder," Arteta told reporters after the win.
"He's a real threat and this is what we need.
"He's very versatile, but obviously, the way we would like to develop him, is in that (number nine) position."
Arsenal will also take on Chelsea and Major League Soccer side Orlando City in the United States before rounding off their pre-season preparations against Sevilla in London on July 30.