Jesus was most definitely Jewish. To say Jesus was not Jewish or was even trying to remove himself from the Jewish practices and cultures is to completely misunderstand everything Jesus has to say.

Throughout the Gospels there are various references in the Gospel to just how Jewish Jesus really was. In the story of the hemorrhaging woman is says she "reaches for the fringe of Jesus clothing". This verse actually specifically refers to the fringes that Jewish men wear, which is recorded in the laws in the OT. Jesus also enforced many Jewish customs and practices, most of which go unnoticed to modern readers since we simply don't live in the same culture at first century Jews.

If you want to know more about it, you should read The Misunderstood Jew by Amy-Jill Levine. She's actually an Orthodox Jew who teaches New Testament Christian studies at Vanderbilt seminary and she's awesome. She does a much better job of pointing out how Jewish Jesus was and how reading the Gospels through a first century Jewish lens brings a lot of realizations forward.

Finally, remember that Christianity began as a new (and sometimes heretical) sect of Judaism. Jesus never really intended to make a new religion, simply to reform Judaism.