Emery won the trophy for three consecutive years while at Sevilla.
Following the Gunners’ 3-1 aggregate win over BATE Borisov, which saw them qualify for the last 16, the Spaniard however played down their chances of lifting the cup.
“We can (win it) and maybe if we can say six teams (can win it), one is Arsenal but it is very difficult and a lot of teams want the same.
“We need to create a big atmosphere in this competition with our supporters and this feeling can give us more opportunities after our quality and capacity as a team. We need to feel stronger with every supporter and create this atmosphere around us.
“I have won this competition a lot of times and the last three winners were Man United, Atletico Madrid and Sevilla and there are a lot of teams who can’t play Champions League like us and have this competition as a way [of getting there}.
“For us it is a good test and a good challenge to find our way. It’s very important for us and it was good for us to come back and get a result here,” Emery told BT Sport.