The £45 million signing didn't get to finish his hat trick until 12 minutes remained, flicking in a loose ball as Sevilla attempted to defend a corner. After a swift counterattack, Gabriel Martinelli set up Eddie Nketiah for a tap-in to score the late sixth.
The England international was brought down by Karim Rekik for a clear penalty after Martin Odegaard clipped Saka to the right of the penalty area. Saka successfully converted the penalty kick, indicating that his position as Alexandre Lacazette's replacement as Arsenal's go-to penalty taker is now secure.
After three minutes, the time was two. Jesus was on the left touchline when Ben White crossed the field to find him. The £45 million acquisition set up Granit Xhaka in the penalty area before sprinting to the midfielder's clearing cross and tucking home his first goal at the Emirates Stadium.
Jesus' second goal was assisted by Xhaka, who quickly played a free kick to Gabriel Martinelli along the left side. With the Brazilian fully unmarked, the winger found his first-name namesake in the area to tap in another finish on the stretch.
Sevilla's defense was much worse when Arsenal scored their fourth. Under pressure from Arsenal's front three, goalkeeper Bono panicked and passed the ball right to Saka, who finished with his weaker right foot.
Odegaard came close to scoring a several times after the break, while Xhaka hit the net's roof. The victory was sealed by Jesus, who scored from close range on a first-time attempt while the Spanish team struggled to clear their lines after a set piece.
Sevilla was attempting to score a consolation goal when Arsenal scored their sixth. Martinelli was set free by Xhaka to launch a counterattack, and the Brazilian selflessly set up Nketiah for the most straightforward of finishes.