Jesus dedicated the hat-trick to the baby he announced his partner was expecting the day before the match.
Arsenal's Gabriel Jesus scores their second goal past Crystal Palace's Dean Henderson.
Gabriel Jesus expects "another war" with Crystal Palace at the weekend, after the Arsenal forward led the charge with a second-half hat-trick in a 3-2 comeback win to reach the League Cup semi-finals on Wednesday.
Arsenal, third in the table, will look to pick up their first Premier League win in three matches when they visit 15th-placed Palace on Saturday. Palace are unbeaten in their last five league games.
"They have a lot of qualities up front, down the middle, at the back, so we have to compete," Jesus told Arsenal's official website.
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"We know it’s not easy, like today, they have quality players, a strong team, that’ll be another war, and we’ll have to try to win the game."
The Brazil international, who is yet to score a Premier League goal this season, said walking out with his daughter gave him strength.
He dedicated the hat-trick to the baby he announced his partner was expecting the day before the match.
"I had pressure on my shoulders to score today, and then I walked on to the pitch with my daughter as well, so she gave me power, a smile, everything," the 27-year-old added.