While City have claimed back to back successes in the Premier League under Pep Guardiola, they have failed in Europe's premier competition on several occasions.
Much like other players and fans of the club, Jesus has spoken about how badly he wants to win that competition with the club.
City are likely to progress to the knockout rounds of the competition, given their positive start in the group stages.
Jesus told The National: "My dream is to win the Champions League, but it is hard.
"We tried very hard last season, but I think now we are playing well again in Europe and this season can be our season.
"We want to win as well but it's not easy."