Emery signed Pepe from Lille over the summer.
Afterwards defeat to Brighton, he told RMC Sport that the players were still adjusting to caretaker manager Freddie Ljungberg's methods.
He said, "As [Ljungberg ] was a player, he understands us better.
"He speaks a lot with us, so for us it is quite simple for us to understand him like for him it is quite easy to understand us.
"It was painful because [Emery] is a coach who gave me the chance to come to Arsenal. We mustn't forget that. For me, it was something painful."