The Estadio Ramon outfit finished fifth in the league last season, but Emery is confident that his team can go one better in the new campaign.
"This Sevilla has what it takes and I'm very happy with the team we have put together for all three competitions," he told La Bombonera.
"Furthermore, there remains scope for our young players to continue to grow. There is substance, enthusiasm and excitement, and I believe we can do something great.
"My dream is to play in the Champions League with Sevilla. Although I've not done that at this club, they gave me the chance to be a Europa League champion."
Sevilla have taken four points from their first two league games this season.