On 15 March 2013, in a match against FC Girondins de Bordeaux in the campaign's Europa League, Jesus reached the 200 game-milestone with Benfica, becoming the sixth coach in the club's history to do so. During the season he led the club to its first European final in 23 years: after coming third in its group in the UEFA Champions League, the side reached the final of the Europa League, losing 1–2 to Champions League winners Chelsea. Domestically, Benfica finished second in the league despite leading up to second to last day, and reached the final of the Portuguese Cup, their first since 2004–05, suffering an unexpected defeat at the hands of Guimarães; these losses added great pressure on the coach, as the club ended the season trophyless for the first time since 2007–08.