Pep Guardiola's side have endured the unfamiliar feeling of crushing defeat twice over of the past week, with two results that have taken a little of the shine off an excellent campaign.
First, Liverpool stormed to a 3-0 win in the first leg of their quarter-final tie at Anfield last Wednesday before City surrendered a 2-0 lead to lose 3-2 to Manchester United in Saturday's derby, passing up the chance to be confirmed as Premier League champions at home to their bitter rivals in the process.
All Brazil striker Jesus has to show for his efforts in those games is a pair of bookings and the scale of both defeats is not lost on the 21-year-old.
"We are sad and annoyed, of course, because we have had two tough defeats in the two most important games of the season," he told reporters.
"Obviously, we are bothered by the last two games. But we can't make a big deal of this and forget all the great things we have done until now.
"We need to learn from this and turn the page quickly to focus on Tuesday and the rest of the league."
City need to score three unanswered goals to force extra-time against Liverpool and must find the net five times if their opponents manage an away goal at the Etihad Stadium.
Even with top scorer Sergio Aguero back to fitness, it is likely Jesus's expertise will be required in some capacity and he does not want his team-mates to be daunted by the improbable task at hand.
“Against Liverpool, it only depends on us," he added. "We need to start thinking about winning, not about the third goal or the fourth, but about scoring the first one - what we didn't get last Wednesday.
"From the beginning until the end, we must think about scoring and play our football.
"If now we are in a situation where we have a chance to go through to the semi-finals of the Champions League and to win the Premier League trophy is because we did a lot to deserve it.
"We have been playing really well, we did great games against great teams. We mustn't forget everything we did."