The 24-year-old Serbia midfielder has been linked with a return to Chelsea, though Manchester United are also said to be interested
The Serbia international has established himself as one of the best midfielders in Portugal following his arrival from Chelsea two years ago as part of the transfer that saw David Luiz move in the opposite direction.
However, Matic is now being heavily linked with move away from the Estadio da Luz, with the Blues and Manchester United both said to be keen on the 24-year-old, and Jesus freely admits that he is perturbed by the mounting transfer speculation.
"Of course the exit of Matic worries me," the Eagles coach told Benfica TV. "When he came to Portugal he was third, fourth or fifth choice at Chelsea. But we thought he had potential and included him in the sale of David Luiz.
"There followed two years of work that made him the player he is today, one coveted by the biggest teams in the world."
Matic, who spent a year on loan at Vitesse, joined Chelsea from Kosice in 2009, for a reported fee of €1.75 million.