The Argentine suffered a muscular injury during the 2-1 victory and manager Pep Guardiola revealed that he will be out of action for at least a few weeks.
It has been feared that the 31-year-old could now face an extended spell on the sidelines, as City approach a hectic festive period which could have a huge bearing on this season's title race.
Jesus, who was sat alongside Guardiola, said: "I am not happy because Sergio is injured". I'm ready to play and show every time that I want to improve.
"If we don't do it, I'm not going to retire but I'm going to be disappointed", Guardiola was quoted as saying by Goal. The Algerian has now been directly involved in 10 goals in his 11 starts across all competitions this season, scoring four and creating six more.
"We have had some problems with injuries but we will wait for him and meantime we have Gabriel [Jesus] and [Raheem] Sterling who can play in that position".
Although it is only 12 months since the forward signed his most recent extension, the Premier League champions are prepared to offer Sterling fresh terms which would see his wages rise to £450,000 per week.
The role of back up to a club legend is not every striker's idea of the ideal job.
"When he arrived, his energy, his impact, I was impressed", he added. If he wasn't sure he didn't have to extend his contract but he wanted to stay. "We are going to live without him for a while".
Guardiola confirmed two other injury concerns from the Chelsea win - Rodri and David Silva - were minor cramp-related issues which will not rule them out of the Shakhtar game, for all that they are unlikely to start.
City, five points clear at the top of Group C, are under little pressure heading into today's match. "We have enough good players to have enough quality there". We have the chance to close the group stage - we know them quite well and they know us.
A limping Aguero was replaced by Gabriel Jesus in Saturday's 2-1 win over Chelsea and Guardiola said they would need a "miracle" if the Argentine was to be fit for the Premier League match against rivals Manchester United on December 7.
"We have to do our best to go to Zagreb with the job done and that's what we'll try to do".