The Portuguese league leaders trail 1-0 from the first leg in Turkey thanks to Egemen Korkmaz's goal and are fortunate not to be further behind after being dominated for large parts of the match at the Sukru Saracoglu Stadium.
The hosts hit the woodwork three times, including once from the penalty spot, as they looked to put the tie to bed, but Jesus' men held on to a one-goal deficit and the coach is confident that they can make it to the final in Amsterdam.
"It is a result that is dangerous but also gives confidence that we can turn it around," he told a press conference.
"We have some experience of these matches in the Europa League and the Champions League so we are calm.
"We will not change anything that we have done throughout this Europa League campaign.
"We trust and hope that the fans will also help us."
The Turkish side have a formidable record away from home in this season's competition and have yet to taste defeat, while they claimed an impressive win in Marseille in the group stages.
They also held Lazio to a 1-1 draw at the Stadio Olimpico in the second leg of their quarter-final, but Barcelona are the only visitors to have claimed a win at the Estadio da Luz this season and Jesus believes that could be key.
"Benfica will continue to do what we have done at home and we believe that we will be in the final," he said.
"We will give everything for this to be a reality tomorrow [Thursday]."
Striker Oscar Cardozo echoed his manager's sentiments that home advantage may prove key and called on the fans to create a hostile atmosphere for the visitors.
"I ask you to come to the Stadium of Light to help us because it will be easier to get to the the final," he said.
The Benfiquistas were in league action on Monday night against Maritimo and are facing a hectic end to the season with three league matches and a Portuguese Cup final to come as they try to complete a remarkable treble.
But Cardozo, who has scored 54 goals in 77 matches for the Eagles, does not believe that fatigue will be factor.
"We're fine," he added. "We have had many games but we feel good for tomorrow [Thursday] and I think we will all be 100%."
While Jesus may have a fully fit squad to choose from on Thursday night, the coach will be without Dutch midfielder Ola John who received a yellow card in the first leg and is suspended.