As Fernandes complained to the referee, receiving a yellow card for his troubles, Jesus writhed in agony on the ground.
Speaking on the BBC, Theo Walcott said: “Hopefully, Gabriel Jesus will be back soon but it does not look good.”
His replacement Sterling was making his return from a knee issue.
The former England man’s last appearance came in the League Cup against Crystal Palace on December 18.
Arsenal are without star man Bukayo Saka, who is expected to be sidelined until March with a hamstring injury.
Ethan Nwaneri, meanwhile, sustained a muscle injury during last week’s 1-1 draw at Brighton.
Mikel Arteta bizarrely appears to blame Carabao Cup BALL for Arsenal’s missed chances as trophy drought set to continue
Boss Arteta does have Leandro Trossard available, as well as Kai Havertz and Gabriel Martinelli.