Aubameyang only played under Wenger for four months, but the Gabon international admits that it will be "weird" having a new manager in the Emirates Stadium dugout come August.
Emery arrives on the back of guiding Paris Saint-Germain to a domestic treble, which was not enough to save his job due to a last-16 exit in the Champions League.
Speaking to RMC Sport, Aubameyang said: "It's a very good coach, it's never easy in Paris, there's a lot of pressure. I know he did a great job in Seville and Paris.
"Of course it's weird that the coach goes after 22 years. It's life, we have to move forward, we'll have to get everyone thinking to work hard to compete with the best."
Aubameyang has made a big impression during his half-season with Arsenal, scoring 10 times in 13 Premier League outings.