The 25-year-old came off the bench in Brazil's opening two Group G wins before starting the 1-0 defeat to Cameroon.
He played 64 minutes before being replaced by Pedro and the Brazilian football governing body (CBF) confirmed on Saturday that his World Cup is over due to a ligament injury.
Full-back Alex Telles, on loan at Sevilla from Manchester United, suffered a similar fate to Jesus, it was announced.
"Players Alex Telles and Gabriel Jesus underwent tests on Saturday morning accompanied by Brazil team doctor Rodrigo Lasmar and an MRI on their right knees confirmed the extent of the injuries and the impossibility of recovery in time to participate in the FIFA World Cup Qatar 2022," a statement read.
Planet Sport understands Jesus will stay with the squad in Qatar for the time being rather than returning to Arsenal, who will be in close contact in regards to updates on the injury.
Jesus has scored five goals for the Gunners this season having joined from Manchester City in the summer but it remains to be seen if the issue will impact on Arsenal's campaign.