According to AS, police are currently investigating the cause of the blaze, which is believed to have originated in the garage of a flat on the first floor.
The Spaniard had to be rescued by the brigade on the scene, but he left unharmed. Two people, however, were admitted to hospital after inhaling fumes nearby.
Jese has only recently returned from Germany, where he had surgery on a season-ending knee injury.
His apartment is situated in the La Finca residential area in Madrid's Pozuelo de Alarcon district.