The Brazilian joined the Gunners from Manchester City earlier this month and scored as his new team beat Everton 2-0 in the United States and Arteta believes he gives the attack an extra edge.
The coach said: "He creates chaos, he creates uncertainty and he's always on your shoulder. He's always there to nick the ball off you, he's always in front of the goal. He's a real threat and this is what we need.
"The moment we give the ball away he is straight away active and putting pressure and getting his team behind him. He has a lot of leadership skills, I can see straight away what he's doing with the boys and he's the type of guy that we want.
"He looks really sharp, really dynamic. (He's got) a really good understanding with his team-mates straight away. They are looking for him, he's generating chances, good connections around specific spaces we want to exploit with him especially, and yeah, we're really happy."
Jesus played out wide during his spell at Man City but Arteta says he plans to utilise him as a central striker.
The Arsenal boss said: "He's very versatile, but obviously, the way we would like to develop him, is in that position.
"But not on his own sometimes, but don't close that door because Gabby in relation to what the opponent does in certain games we are going to have to use him in different positions. He is open to that and he knows it's part of his strength as well."