Jesus first appeared at the beginning of the Pilot episode as one of Kenny's hallucinations. He was seen, sitting at the table with the O'Neal family and ordering food with them. He said that he would let Eileen order for him to drink, but whatever she ordered, he would turn into wine.
Jesus appeared as a hallucination in the episode The Real Lent, saying that he was pissed off with having to work on St. Patrick's Day because Eileen brought religion into it. He said he was supposed to go shoe shopping with Buddha and Vishnu.
Jesus appeared in the episode The Real Retreat, trying to guide Kenny toward his morality, telling him not to get revenge on Jimmy for stealing his title as faith leader. However, Maleficent then came in with her opposing point of view and told him to get revenge. The two of them argued and disputed about this, leaving Kenny between a rock and a hard place.