Jesus, who had only scored one goal during the autumn season, saved an Arsenal team that had fallen behind early at home against Crystal Palace in the League Cup quarterfinals.
Jean-Philippe Mateta's leading goal stood until the 54th minute. That's when Jesus entered the action.
A delicate chip and two distinct finishes later, he had turned the match around – which still became exciting until the very end. Former Arsenal striker Eddie Nketiah came on from the bench and athletically headed in the 2–3 reduction.
Newcastle easily won over Brentford with 3–1. Alexander Isak started for Newcastle but was substituted goalless after 77 minutes.
Sandro Tonali scored two goals before halftime for the home team.
Premier League-leading Liverpool defeated Southampton away with 2–1.
Tottenham will meet Manchester United in the fourth and final quarterfinal on Thursday evening.
The semifinals will also be drawn then, which will be decided in two-legged ties. The final will be played at Wembley on March 16 next year.