Jurgen Klopp's side, who travel to face the Gunners this weekend, will have the chance to extend their advantage again when they host Chelsea on Wednesday night, but this was a crucial night for Arsenal at the City Ground, where they had been beaten on their three previous visits.
It was a familiar story in the opening 45 minutes, Mikel Arteta's side enjoying more than 80% of possession but not doing enough with it, creating little in the way of clear-cut chances.
The frustration continued after the break too, as Martin Odegaard played Jesus in and the Brazilian smashed an effort off the inside of the post from close range, before then firing wide when creating a chance for himself minutes later.
Jesus though was the man to break the deadlock, racing in behind after a quick throw from Oleksandr Zinchenko and somehow squeezing a finish past Matt Turner from what appeared to be an almost impossible angle..
That eased the pressure on the Gunners and they took complete control seven minutes later, when the lead was doubled. Arsenal pounced on a poor pass from Gonzalo Montiel and broke with speed, Jesus leading the charge and sliding a pass through to Saka, who found the far corner brilliantly with his right foot.
The quick-fire double seemingly set Arsenal on track to cruise through the remainder of the match, but Taiwo Awoniyi turned superbly in the box and beat David Raya with two minutes remaining to set up a grandstand finish.
The Gunners survived an unexpectedly nervy finale as they made it back-to-back wins, keeping confidence high ahead of what is a crucial match in the title race at home to Liverpool on Sunday.