The Gunners swept aside Valencia at the Mestalla Stadium after Pierre-Emerick Aubameyang netted a superb hat-trick in the 7-3 aggregate win over the Spanish side.
Arsenal look likely to miss out on a place in the top four this season but Emery is adamant to bring his players back down to earth after their impressive 4-2 win over Valencia on Thursday.
‘It’s not finished yet, there’s no success yet, we have to play the final,’ said the Arsenal boss. ‘We are happy but we know that it continues to be difficult to win.
‘We can be proud of the players, the work, the supporters here today with us. These two matches [Napoli in quarter-final and Valencia] were not easy and the mentality was perfect. We showed everyone today our character.
‘We had good moments in the attacking third. Today we showed that we can do that.’
Emery also praised his two strikers, Aubameyang and Alexandre Lacazette, for their roles in the win over Valencia with both getting their names on the scoresheet.
‘They are very, very good strikers. I am proud of them, how they worked defensively. Big players can be good strikers but when the commitment is like today, defensively also working to help us, it is amazing.’
Aubameyang equalised for Arsenal before Lacazette put his side in front after Kevin Gamiero broke the deadlock in the first half.
The Gabon striker went on to net his hat-trick to put the Gunners into the Europa League final.