Jesus, who completed a £45 million transfer from Manchester City earlier this week, made an instant impact after coming off the bench at half-time. The Brazilian forward needed less than 90 seconds before blasting in at the near post to start Arsenal's turnaround.
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Mohamed Elneny soon levelled the score with an unstoppable strike from distance, before the 2. Bundesliga side contributed to their own downfall with back-to-back own goals, courtesy of Christopher Schindler and Tim Handwerker.
Earlier it had been a less than stellar start to the game from Mikel Arteta's side, playing their second preseason match after a 5-1 win over Ipswich behind closed doors on Saturday.
United States men's national team goalkeeper Matt Turner, making his first Arsenal appearance after his transfer from the New England Revolution, will likely feel he should have done better with a Johannes Geis strike that flew over his head to open the scoring on 24 minutes.
Five minutes later, things got worse for the Gunners when Nuremberg doubled the lead through Kwadwo Duah.
It is Jesus' second-half showing that will grab the headlines, though, ahead of Arsenal continuing their preparations for the new season against Everton in the U.S. on July 17.