Pro tip to you Eden and I hope people don't jump down my throat for this but calling him Jesus Christ is a belief claim (it means Messiah in Greek), so if you aren't Christian or are in a secular environment Jesus of Nazareth is often more appropriate.
THAT being said, that is also one of my favorite sayings of Jesus. Expressed so cleanly and concisely is the very soul of universal ethics. It's a radical statement that is as rascal, humane, and uplifting today as it ever was.
I however prefer the alternative formulation in the negative: whatever you did not do for the least of my brethren, you did not do for me. I think it's more convicting than the first because it reminds that inaction and turning a blind eye is a moral choice as well.
But anyway my all time favorite saying of Jesus is
"Jesus replied, “‘You must love the Lord your God with all your heart, all your soul, and all your mind.’This is the first and greatest commandment. A second is equally important: ‘Love your neighbor as yourself.’ The entire law and all the demands of the prophets are based on these two commandments.”
This isn't just theologically revolutionary. It displays a moral intuition on the part of Jesus that singlehandedly elevates him into the elite class of prophets and sages we have had, puts him squarely in "saint" category with Buddha and Socrates.
Love The Lord your God (the totality of everything and the power that rules it, which is itself God) with all your heart (emotional passion), soul (sense of spirituality and personhood), and mind (reason). And love your neighbor as yourself, which is one of the most concise ways to provide the core teaching that all humans are moral equals and deserve to be treated as such. Love your neighbor as yourself.
These two laws are the core of not just an ethical system that has been more or less independently intuited all over the world, but also espouses a cogent and persuasive view of metaphysics that I share - all that really "exists" is the Universe/God and any persons in it, which are made in its image.
If anything would make at least feel that Christians who believe this and live this are right, even if I don't become one myself, it is this: the greatest teaching of their greatest teacher.