The Brazil international completed his switch to the Catalan giants on deadline day for a deal worth up to 15 million euros, signing a three-year contract after four seasons in north London.
Jesus, 29, said he had completed Arsenal's pre-season as normal and was aware his opportunities could be limited, but claimed nobody informed him that the club intended to move him on.
"I already knew that, probably, I wouldn't play as much or wouldn't have as many opportunities. But nobody told me anything," Jesus told SportyTV.
"I'm a professional, obviously I was training with the group, and out of nowhere they put me to train apart from the group."
Despite his uncertain position, Jesus said he continued working to remain ready should he be called upon, only for his situation to change rapidly in the final week of the transfer window.
He was left out of Arsenal's matchday squads for their opening Premier League fixtures against Coventry City and Aston Villa before Barcelona emerged as a destination.
Jesus credited Barcelona sporting director Deco, the club's president and his agent for getting the deal over the line, saying he accepted the opportunity immediately.
"When we were sure that I had the opportunity to come, obviously I said yes straight away, no matter what. Now I'm so happy to be here," he said.
His Arsenal spell ended with 32 goals in 123 appearances, with injuries and competition for places limiting his impact. He made only three league starts during Arsenal's title-winning campaign last season.