The 59-year-old is keen for his side to show what they are capable of after strengthening the squad in the summer
After exiting the competition in the group stage last season, the Portuguese side spent €38 million (£32m) this summer to improve their squad, with the likes of Filip Djuricic (Heerenveen), Lazar Markovic (Partizan) and Miralem Sulejmani (Ajax) arriving in Lisbon.
Benfica’s home stadium, the Estadio da Luz, will be the venue to host the cup final in May, but Jesus says the only motivation they need comes from proving their doubters wrong.
“The idea of playing the final here makes us want to become stronger tomorrow, to start the tournament well, but the fact that the final is in our stadium does not increase our motivation,” he told reporters.
“Our motivation and responsibility is to be in Champions League and do well.
“It is important to win as we know from our experience that a side who scores 10 points could qualify. If we win tomorrow we'll be in a better position than last year [when they drew 0-0 at Celtic].
"If our opponents think Benfica is a weak team, let us see on pitch.
"I cannot agree with that and said that we can only prove we are not a weak side tomorrow.”
Benfica kick off their Champions League campaign on Tuesday with a visit from Belgian side Anderlecht and, while Jesus will not have Eduardo Salvio, Nicolas Gaitan or Silvio available for selection because of injuries, he refuses to make any excuses.
“[Lazar] Markovic played two games in Serbia and against Pacos Ferreira he felt tired, but physically okay,"he added. "Enzo Perez is also an excellent player, but he sometimes fails to maintain the high level for 90 minutes.
“The squad is made up of 25 players in order to overcome these situations. We have several solutions and as a coach I’m happy with the squad we have available.
"What we think is that we can advance from this even group; all the teams have the same chance of qualifying."
The two sides last met in the 2004-05 qualifying round of the competition, with Benfica winning 1-0 in Portugal, but a 3-0 loss in Belgium eliminated them from the tournament.