Benfica
On 12 September 2014, Jonas signed for Portuguese Primeira Liga champions Benfica on a two-year deal. On 5 October, he debuted for the club in a 4–0 win against Arouca, scoring his side's fourth goal. On 18 October, he scored a hat-trick as Benfica defeated Covilhã 2–3 in the third round of Taça de Portugal. On 22 November, he scored twice against Moreirense (4–1) in the Portuguese Cup. On 30 December, he scored the only goal in a home win against Nacional in the third round of the Taça da Liga, thus scoring in every domestic competition.
On 21 January 2015, Jonas scored for Moreirense in the league cup and became the Brazilian with the best average number of goals in Europe (0.81), surpassing Neymar (0.74) and Luiz Adriano (0.70), with 13 goals in 16 matches. On 28 February, Jonas scored twice in the thrashing of Estoril (6–0) in the league. On 14 March, Jonas scored his 20th goal for Benfica (in 25 matches) and set his season goal record in Europe, as Benfica beat Braga (2–0) in the Primeira Liga. On 4 April, he scored two goals against Nacional in the league. On 11 April, he scored twice against Académica de Coimbra (5–1) in the league. On 18 April, he scored twice in a third consecutive league match, in a win at Belenenses (0–2), and became the second best top scorer in Primeira Liga with 16 goals in 22 matches.
On 23 May 2015, after winning the league title, Jonas netted two goals in a home win against Marítimo (4–1) in his last league match of the season, in which he could have become the league's top scorer with 21 goals, but one of his three goals was wrongly invalidated for offside. On 29 May, he scored the first goal in a 2–1 win against Marítimo in the Taça da Liga final, being named man of the match. In this season, he was the top scorer in the league cup with five goals, and in the Taça de Portugal with six goals. On 4 July, he won the league's Player of the Year award.
In the 2015–16 season, Jonas scored a hat-trick in a 4–1 win at Nacional, increasing his tally to 18 goals in 17 league matches. On 5 February 2016, he scored twice in a league victory at Belenenses (0–5). On 16 February, he scored a last-minute goal with a header in the 91st minute to give Benfica a home win against Zenit Saint Petersburg (1–0) in the first leg of the UEFA Champions League's round of 16. On 29 February, Jonas netted two goals against União da Madeira (2–0) in the Primeira Liga and equalised Óscar Cardozo's scoring record at Benfica in the 2009–10 season.
On 14 March 2016, Jonas scored twice against Tondela in a 4–1 home league win and became Benfica's top scorer of the 21st century with 30 goals. Six days later, he scored the winning goal at Boavista (0–1) in the 93rd minute. On 15 May, he scored his 32nd league goal, in a home win against Nacional (4–1) on the final day, and received the Bola de Prata award during the league title celebration. Throughout the season, he was a candidate to win the European Golden Shoe and even lead the race, but ultimately finished fourth. On 15 July, Jonas was awarded the Top Goalscorer and the Best Player awards in Primeira Liga for the 2015–16 season.
Jonas opened the 2016–17 season with a goal in the 3–0 win over Braga for the 2016 Supertaça Cândido de Oliveira. Days later, he required surgery for osteophytes, which ended up ruling him out until late December.
Despite not opening his account for the league season until the 16th matchday in a 2–0 win at Vitória de Guimarães, Jonas finished the campaign with 13 goals from 19 games, making him the league's fifth-highest scorer of the season and Benfica's second. On 1 April 2017, he scored his first goal against another member of the Big Three in a 1–1 home draw with Porto, and in doing so reached 65 league goals for Benfica – leapfrogging the Swede Mats Magnusson as the club's highest foreign goalscorer in the competition, behind Paraguay's Óscar Cardozo (112).
In the 2017 Supertaça Cândido de Oliveira against Vitória de Guimarães at the Estádio Municipal de Aveiro, Jonas opened the scoring after six minutes of a 3–1 win for Benfica. He scored five times in the four league matches of August 2017, including a hat-trick in a 5–0 win over neighbours Belenenses on 19 August. On 26 November, he scored twice in a 6–0 home win over Vitória de Setúbal to pass 100 goals for Benfica, and also became only their second player after Julinho (1949–50) to net in ten consecutive league fixtures. He picked up the league's Player of the Month award five months running from October/November 2017 to March 2018.
On 3 March 2018, Jonas scored a hat-trick in a 5–0 home win over Marítimo. He ended the season with 34 goals from 30 games in the league, finishing as top scorer for the second time, seven goals ahead of Sporting's Bas Dost; Benfica missed out on the league title to Porto, and Jonas missed several games towards the end of the season.
On 3 November 2018, Jonas reached 100 Primeira Liga goals for Benfica, in the second minute of a home game against Moreirense that ended in a shock 3–1 loss. Following his return from injury in the 2018–19 season, Jonas scored twice to seal a 10–0 home thrashing of Nacional in the league on 11 February 2019. On 9 July 2019, he announced his retirement.