Alex Sandro was also on target in the 2-0 victory.
The hosts finished the game with 10 men after goalkeeper Mohammed Al-Owais was sent off, following a consultation with the video assistant referee, for handling the ball outside his penalty area.
Brazil began with Philippe Coutinho, Jesus and Neymar in a three-pronged attack but it took them until the half hour mark to really trouble their hosts, with Al-Owais making a fine acrobatic save to palm Jesus’ header over the crossbar.
The Manchester City striker was not to be denied, however, and he opened the scoring after 44 minutes when he raced onto Neymar’s through ball and found the back of the net.
Jesus was one of six Premier League players to feature for Brazil, with City team-mate Ederson, Liverpool defender Fabinho and Manchester United midfielder Fred also starting, with Fred being replaced by Tottenham’s Lucas Moura at half-time.
Everton’s Richarlison made only his third international appearance when he replaced Jesus with 18 minutes remaining.
Moura should have doubled the lead shortly after his introduction but he shot straight at Al-Owais after being set up by Neymar, who saw a 25-yard effort hit the post in the 55th minute.
Al-Owais’ ruined a decent individual performance five minutes from time when he was sent off following a VAR review for handling Richarlison’s shot outside the box.
Sandro made sure of the win for Brazil deep into injury time by heading in Neymar’s corner.
The match in Riyadh was the first of two games in Saudi Arabia for Brazil as they take on rivals Argentina on Tuesday in Jeddah.