Jesus literally stands at the head of The Church of Jesus Christ of Latter-day Saints (i.e. "Mormon" or "LDS" church), so it could be said that he is a Mormon. He guides the church through living modern-day Prophets and Apostles.
He has restored his true gospel, church and priesthood authority back to the earth starting in 1820 through the Prophet Joseph Smith, Jr who lived in New York.
When one understands the pattern of APOSTASY and RESTORATION that has been occurring since the beginning of time, it will be much easier to accept Joseph Smith as Prophet.
A restoration of truth was necessary because there had been a great apostasy from the truth that Jesus established when he was on the earth.
Those who reject the Prophet Joseph Smith would have likely also rejected Adam, Enoch, Noah, Abraham, all other ancient prophets and possibly Jesus Christ as well.
Thus, if you reject Joseph Smith, you are unfortunately rejecting Jesus Christ's modern-day prophet and messenger.
I hope this sobering thought will give you a desire to seriously investigate these claims.