Alemany was speaking before kickoff to last night's 3-2 LaLiga defeat at Elche.
Asked about emotions, Alemany said:"Bad, very bad. Because there was an important title that we were all really excited about. We have to recover because very important things are coming up.
"Now comes that cycle of matches that will take us to the Champions League semi-final, which is the main objective."
On the Champions League, he also said: "It's fantastic that there's a match today. We're taking a step back and reflecting on what happened. The team has shown throughout the year that it's very strong in the knockout stages and is capable of eliminating Barcelona twice.
"We can do it with Arsenal. We have a final on the horizon. We're doing everything possible and impossible to prepare for Wednesday."