The striker scored one and assisted another in the Gunners' 2-1 at Nottingham Forest in midweek but was missing from the squad five days later having struggled with fluid in his knee.
Arteta said earlier this week of Jesus: "We really need him at his best. I had a great feeling before the game. I told him, because he had some fluid on the knee and he was struggling. He was kicking every physio out there two days ago.
“He was saying I want to be on that pitch and he pushed everybody to be there and when someone has that attitude and desire in this moment, something good is going to happen because he has the ability and that quality.”
Arteta was upbeat over the fitness of his striker when speaking to reporters on Friday but confirmed ahead of kick-off at the Emirates Stadum on Sunday that Jesus had suffered a knock in training.
"Unfortunately, he had a setback in training and he wasn't fit to play," Arteta told reporters. "It's something related to his knee, but I think it's a short-term thing."
Jesus is understood to have taken part in full first-team training ahead of the game, which is when the setback happened.