Jesus joined Arsenal from Manchester City three years ago and has since helped the Gunners lift their first league title in over two decades under manager Mikel Arteta who now wants him out of the side.
The Brazilian is training alone, away from the first team at the moment as a move away from the club is imminent before the window shuts in a few days time.
Kai Havertz and Viktor Gyokeres are the first-choice strikers and Arteta is said to be chasing down Atletico Madrid star Julian Alvarez in a deal that would mean Jesus may not even get a chance in cup games.
Willian, Jesus’ compatriot, warned Jesus about leaving Europe this week as he ponders his future. The winger spent time with Grêmio in Brazil and told Jesus to not make his mistake.
"I would stay, based on the experience I had. I'd choose to stay and not leave. I'd try, somehow, to find another situation and keep playing there.
"It's a personal decision, one that only he can make, but from my own experience, I would definitely stay."
Jesus has no future at Arsenal and reports suggest he could join Napoli who are willing to match the price tag the North London club have set. A switch to Brazil looks unlikely and after Willian’s advice, the striker will likely remain in Europe.