The Brazilian became the Gunners' headline summer signing in a deal worth £45million, and has hit the ground running with four goals and three assists in eight games.
"The thing was the way [Guardiola] understands football and what he wanted," Gabriel Jesus told ESPN Brasil. "Then it was up to you to accept it or not. If you don't accept it, 'thank you' and let's go for another challenge.
"I accepted it for a while, but there came a moment when I said: 'I want another thing for myself.' I thanked him, 'thanks for everything,' he understood, and we moved on. It is different here at Arsenal. The football is different - different players, different ways to play.
"At City, it was different. The striker didn't touch the ball that much, you see this by watching the games. And, when it was time to touch the ball, it was not the striker, because [Guardiola] ended up putting a midfielder to come closer. OK, fine. So, I decided to change."
Gabriel Jesus added: "I talked a lot with Arteta about Arsenal's style," Jesus added. "He knows me, I know him, I understood what he wanted from me. Now, I'm free on the pitch, playing football with a smile on my face and trying to do my best all the time."
Gabriel Jesus this weekend will experience his first north London derby as rivals Tottenham make the short trip to the Emirates Stadium, a match the Brazilian is looking forward to.
He continued: "I've had some experience of derbies, like when I played for Palmeiras, City and Brazil. So, I know what a derby is, but I never played one Arsenal versus Tottenham here. So, it will be my first and I hopefully to get the win, not only in my first but all the derbies that I will play."