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Since arriving from Manchester City in July, Jesus has scored five goals in 11 matches in all competitions to help Arsenal to a strong start, one that sees the Gunners sit top of the Premier League and their Europa League group.
However, the Brazil forward is not part of Arsenal's travelling party to Norway, with Arteta explaining Jesus is being given extra time off after a physically demanding spell.
"We thought with everything he [Jesus] has been through in the last few weeks, we thought it was better that he was staying there," Arteta said.
"Obviously, Gabi is a player that gets involved in a lot of physical contact. It is the way he plays, that is in his nature. It is up to the referees to protect the players.
"I'm really happy with how our players are performing and that's the most important thing. Then it's up to the referees to protect them."
Arteta was also hesitant to comment when questioned over the confrontation between Arsenal and Liverpool players during the Gunners' 3-2 Premier League victory at the weekend, responding: "It's something I don't want to touch. It's in the FA's hands and I'm not going to get involved in that.
"The FA is in charge of the situation, and we'll have to wait and see."
When asked on whether he supported his players' versions of events, Arteta said: "100 per cent."