"We started very well, especially the first 30 minutes - we controlled the match, scored a goal and were 3-1 up on aggregate," Jesus said, according to UEFA.com.
"Maybe we were not so sharp at the end of the first half, but everything was going well. Over the two legs, I can say that we were better than CSKA but perhaps our opponents wanted it more at the end of the game.
"We played a good, strong team; both sides had chances and really wanted to get into the group stage."
Wednesday's match was CSKA's fourth in a row without keeping a clean sheet in Champions League qualifying, and coach Leonid Slutsky hailed his team's character and ability to grind out results.
"We have had a very difficult Champions League qualification, but at this level that's always the case," he said.
"I am very pleased that we were able to turn the game around and we showed character, skill and will. I'm grateful to the lads for what they've done."
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