The Brazilian humiliated team-mate Bernardo Silva when he nutmegged him twice in a row during the simple passing drill.
Seven City players were trying to keep the ball away from two of their team-mates when the 21-year-old produced a moment of magic.
The striker effortlessly passed the ball through the midfielder's legs twice with just two touches of the ball.
Kevin De Bruyne could not believe his eyes and Vincent Kompany raised his arms in the air to celebrate.
In a desperate attempt to redeem himself, Silva then attempted a sliding tackle to try and win the ball back.
But Jesus kept his composure before De Bruyne eventually lost control of the ball and the exercise ended.
Manchester City's official Twitter page posted the clip, with the caption: "Not once, but twice! @gabrieljesus33 @Bernarndo Silva."
One fan said: "This thing never stops! I keep watching and watching."
While another social media user joked: "Please stop bullying Bernardo."
Pep Guardiola's squad jetted out to Ukraine after they thumped Burnley 5-0 at the Etihad on Saturday.
The Premier League side are second in Group F of the Champions League following their opening defeat to Lyon.
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