The Brazilian was key to both the 2-1 victory in Spain and again in the 2-1 win at the Etihad as he turned in a man-of-the match performance.
“Like last game, we ran a lot and played good with the ball.
“It was so important for us to win. Real Madrid are a top club and the best club in the competition so for us, its massive.”
City forced numerous errors from the La Liga champions who looked uncharacteristically shaky at the back.
But Jesus believe the reason was because he and his team-mates knew that they could force errors by harrying and closing down quickly
“I think it’s all about belief,” he said. “Belief that there would be mistakes. They are humans.
“You can make a mistake if you are pressed a lot.
“It’s one of my powers to press all the time to help my team. I was happy to score, too.
They are such a good team. They have a lot of top players. It’s Real Madrid - a top club.
“They can beat us. We came to work hard and try to win and play good football, which we did.”
Jesus worked tirelessly all evening, assisting one and scoring another after twice forcing Raphael Varane into errors.
He now has 23 goals this season and says he holds Brazilian legend Ronaldo as his inspiration.
“I work to be a great striker every day; I work hard to be like Ronaldo was,” he said.
And asked if eliminating Real Madrid sent a message out to the teams that remain in the competition, he added: “I don’t think like that. We have to work on simple things and stay strong for the next game.”