Arsenal have now won four matches in a row in all competitions after a slow start to Emery's tenure, but the Spaniard admits that his side could have done better on the night as Vorskla pulled back to within two goals.
"It was disappointing to see the two goals go in because there was progress in the 90 minutes. We want to do better in this minute," he told BT Sport. "When you are 4-0 up you want to continue to be competitive and to score more goals not concede like today.
"For us it is very important to start this competition with this victory. We are giving chances to many players to find the pieces and for the confidence. We need to because we are going to play a lot of matches. We need players and need to give minutes to players.
"A victory in these situations is the best thing for us. It is good for many players. I want to continue to be competitive in each match. Some players are better when they are playing regularly. Today we are happy but it is clear that we need to continue to improve in things."
Thursday's match was the first of four home games in a row for Arsenal over the space of 10 days, continuing with Sunday's visit of Everton in the Premier League.