"I don't know the criteria used for this choice," said Jesus, who led Benfica to a domestic treble last season as well as the Europa League final.
"If I did, I would have a better-informed opinion, but I have noticed that there are some on the list who achieved less than I did.
"Some weren't in the finals of the Champions League or Europa League, some were not even (domestic) champions," he told reporters.
"I couldn't help looking to see what some of them did not win. If you ask whether I wanted to be there, then I would say yes, it would have been a recognition of my work."
Carlo Ancelotti (Real Madrid), Antonio Conte (Italy/Juventus), Pep Guardiola (Bayern Munich), Juergen Klinsmann (United States), Joachim Loew (Germany), Jose Mourinho (Chelsea), Manuel Pellegrini (Manchester City), Alejandro Sabella (Argentina), Diego Simeone (Atletico Madrid) and Louis van Gaal (Netherlands) were on the FIFA shortlist announced on Wednesday.
Jesus's comments appeared to be aimed mainly at his compatriot Jose Mourinho, who failed to land a trophy with Chelsea last season.
(Writing by Brian Homewood in Berne; editing by Toby Davis)
