The Brazilian forward not only scored the first two goals for the Gunners, but also set up two more as Arsenal powered to a 4-2 victory over Leicester.
The 25-year-old later confessed to his manager that he was not elated with his performance as he could've done more.
"We know what Gaby can do," said Arteta. "He scored two assists too and he's 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.
"I wouldn't like to play against him. I've never been a defender but I can imagine that they don't enjoy it. 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."
Arteta is convinced the Jesus effect has started to rub off on his entire team.
He added: "He lifts the standards. 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."
Jesus, who appears to have found a new lease of life in London, will be looking to maintain his run of form next weekend away at Bournemouth.