The Manchester City striker was ordered by his manager to pass on the responsibility for the 85th-minute spot-kick to team-mate Riyad Mahrez, who duly skied his effort and denied the Premier League champions a first win at Anfield in 15 years, with the game ending in a frustrating stalemate.
Jesus, who is away with Brazil, has cut a frustrated figure at the Etihad in recent weeks, with Sergio Aguero still preferred by Guardiola to lead the City attack in the majority of games so far.
The 21-year-old is refusing to rock the boat but admits he needed a 'Pep' talk before leaving for international duty.
Jesus told the Brazilian media: "Obviously I'm not happy (not being allowed to take the penalty). As Riyad, I've been practising and would have liked to have taken it.
"I was confident so I was not happy that they did not allow me. However, it was important that we didn't lose.
"Pep spoke with me. This is part of football, sometimes these things happen. I will support Riyad if the manager chooses him again."