The Brazilian forward is reportedly open to remaining in the Premier League, even if it means joining another English club this summer.
Although Jesus still has a contract with the Gunners Arsenal until 2027 and would ideally like to succeed in north London, limited opportunities under Mikel Arteta have forced him to reassess his situation.
According to ESPN, the former Manchester City striker is keen to secure a more prominent role after struggling for consistency since returning from a serious ACL injury.
Jesus has scored six goals in 27 appearances since his comeback in December following an 11-month layoff.
While he has previously spoken about a dream return to boyhood club Palmeiras, his immediate focus remains on continuing his career at the highest level in Europe.