Jesus, 21, has been left out of the Brazil squad for next month's friendlies against the United States and El Salvador.
Having started his country's five matches in Russia, the Citizens forward failed to register his name on the scoresheet as the South American giants fell at the quarter-final stage to Belgium.
"They called me minutes before the announcement. I was happy with the call, but obviously I was not happy to be left out," Jesus told ESPN Brasil.
"I always want to play for City and for my country. It does not mean, however, that I am angry with someone at the football federation.
"I will keep working but I accept that other players deserve a chance, like [Roberto] Firmino, who has been playing really well since last season."
Jesus has scored 10 goals in 22 senior appearances for The Selecao.