Born in Madrid, Jesús played youth football for three clubs. In 2007 he signed for CD Numancia, going on to play two seasons with the reserves in Tercera División. In the 2009–10 campaign he acted as third-choice with the main squad in Segunda División, making his debut in the competition on 22 May 2010 in a 3–4 away loss against Real Unión.

Jesús returned to his hometown in 2010, joining Real Madrid and being assigned to Real Madrid Castilla in Segunda División B. On 21 May 2011, in the last matchday of the season, he made his first-team and La Liga debut, replacing departing Jerzy Dudek in the last minutes of an 8–1 home demolition of UD Almería.

Jesús acted solely as third-choice for the Merengues in the following two years, as understudy to Iker Casillas, Antonio Adán and Diego López. He made his first start on 1 June 2013, featuring in a 4–2 home victory over CA Osasuna for the last matchday.

On 4 August 2014, Levante UD reached an agreement with Real Madrid for the transfer of Jesús, who signed a two-year contract with the top division club. After being rarely used during his tenure, he moved to fellow league team Granada CF on 22 January 2016.

On 21 July 2016, Jesús signed a two-year deal with Cádiz CF of the second division. Exactly one year later, after only three competitive appearances to his credit, he joined Cultural y Deportiva Leonesa from the same level.

On 17 August 2018, Fernández signed a contract with Romanian defending champions CFR Cluj.