A strong second half of last season put Sevilla in the mix for a Champions League spot, but Emery's side fell just short of Athletic Bilbao in La Liga.
The Spaniard, however, is confident that his side can go one better in the new campaign.
"I'm really satisfied with the work we're doing. There have been a lot of new players, but we've already built a cohesive group," he told AS.
"We've laid the first stones, and I'm excited to be working with these players. We need to implement a philosophy, and to do that we need to work hard. When I arrived, we had the likes of [Gary] Medel, [Geoffrey] Kondogbia, and [Ivan] Rakitic. They've gone, but we've brought in some more great players.
"To win you have to have good players. And when you have good players, it's natural that they stand out. Obviously it's frustrating when they leave, but unfortunately that's how it is. To reach the Champions League would be amazing, but we know how difficult it will be. However, that is the goal."
Sevilla won the Europa League last season.