He started his career with Sporting CP, going on to play for 12 other clubs in 17 years as a professional, which included nine Primeira Liga seasons.

[11][12] On 20 May 2008, one day after leaving Belenenses, Jesus took over at Braga, leading the Minho side to the fifth position in the league and the round-of-16 in the UEFA Cup.

[17] In his first year, he led Benfica to the first division title after a five-year wait, with only two league defeats and 78 goals scored,[18] also reaching the quarter-finals in the Europa League, losing to Liverpool on a 3–5 aggregate score (this would be the last match Benfica would lose in a run that lasted 27 games); he quickly implemented a 4–1–3–2 formation which resulted in highly attractive football.

[23] During the league campaign, which started without departed Ángel Di María and Ramires, the lack of rotation caused[citation needed] a major fatigue in the most used players.

[24][25] At the end of the season, Benfica only won the League Cup[26] despite setting a domestic record of 18 consecutive wins in all competitions.

[30] On 10 December 2012, after a 3–1 away victory against Sporting, Jesus became the most successful Portuguese coach in the capital derby with seven wins in a total of nine, surpassing Toni (6/10).

On 15 March 2013, in a match against Bordeaux in the campaign's Europa League, Jesus reached the 200 game-milestone with Benfica, becoming the sixth coach in the club's history to do so.

[35][36] Domestically, Benfica finished second in the league despite leading up to second to last day,[37] and reached the final of the Portuguese Cup, their first since 2004–05, suffering an unexpected defeat at the hands of Guimarães;[38] these losses added great pressure on the coach, as the club ended the season trophyless for the first time since 2007–08.

[44] Jesus led Benfica to its 33rd title on 20 April 2014, and became the second Portuguese coach to win two national championships for the club after Toni.

[45] Four days earlier the team had beat Porto 3–1 in spite of being reduced to ten men with 1 hour left to play, thus reaching the final of the Portuguese Cup for the second consecutive time.

[46] On 28 April 2014, Jesus managed to put Benfica in another final, that of the domestic League Cup, eliminating Porto at the Dragão on penalties in spite of being reduced to ten men with 1 hour left to play again.

[48] On 1 May 2014, Jesus helped the club progress to its second consecutive Europa League final, by defeating Juventus 2–1 on aggregate after a goalless draw in Turin.

[66] On 5 June 2015, Jesus signed a three-year contract with Benfica's Lisbon rivals Sporting CP,[67] starting his functions on 1 July[68] and earning €5 million per year.

[75] On 5 June 2018, Jesus left Portugal for the first time in his career and took charge of Saudi incumbent national champions Al Hilal.

[82] Jesus' Flamengo won the 2019 Copa Libertadores, defeating Argentina's River Plate 2–1 with a late comeback in the final in Lima, Peru, on 23 November.

He was the first foreign manager to win any international trophy with a Brazilian team, the fifth to win the Copa Libertadores with a foreign club, and the second European coach, as well as the second non-South American native, to accomplish the feat, after then-Yugoslav Mirko Jozić with Chile's Colo-Colo in 1991;[80] he was also the fourth Portuguese to become club continental champion, following Artur Jorge, Manuel José, and José Mourinho.

[83] Within 24 hours of winning the continental title, Flamengo also won the national championship, when then second-placed Palmeiras lost 2–1 to Grêmio.

[85] On 30 December 2019, President of Portugal Marcelo Rebelo de Sousa awarded to Jesus the Order of Prince Henry commander medal (ComIH).

With his fourth loss at the Portuguese Cup final, Jesus equalled the record of José Maria Pedroto and Fernando Vaz.

[102] In his first full season with the club, Jesus led Al Hilal to three trophies, the 2023 Saudi Super Cup, beating Al-Ittihad 4–1 in the final, the 2023–24 King Cup, beating Al-Nassr in the final following a penalty shoot-out, and the 2023–24 Saudi Pro League, surpassing the 100-goal mark for the season and finishing with a record 96 points, 14 points ahead of their closest rivals Al Nassr.

This was also Jesus' 81st victory with Al Hilal, thus becoming the most successful coach in the club's history, achieving this tally in fewer than 100 matches (96 in total).