Mahrez glided through the Foxes’ defence to slide in Jesus who slotted past Kasper Schmeichel.
Mahrez, back at his old club, said the win was the perfect way to prepare for Real Madrid in the Champions League on Wednesday night.
“It was a tough game,” Mahrez said. “It’s always difficult to come here, they played very deep, five at the back.
“We tried to break them down but it was difficult. After the second half it was more on the counter, so we had more space and that made the difference.