Emery was sacked as Spartak Moscow manager in the dressing room by the club's owner following a 5-1 home defeat to rivals Dynamo Moscow in November 2012.
Emery, who yesterday was unveiled as the new Arsenal head coach, was told he was “finished" by Leonid Fedun in front of the players.
McGeady said: “We played Dynamo Moscow and lost. It's a derby, it's not the biggest derby, but it's still a derby.
“The chairman comes in the dressing room and says, 'Unai, finished!' Unai was like, 'I don't care I don't care. Whatever.'
“He just walked out. I was like, 'Has he just been sacked here?'"