Emery admits he's having to battle English football culture to convince his players they must take the competition seriously.
He explained: "For them, the Premier is the first competition, the Champions also is what they want to win, but they have met with two teams, recently three with Atleti, who have won.
"However, for the Europa League they did not see it as a place to do something important, it was a sacrifice too hard, the rule of qualifying for the Champions if you win the tournament was very important, and that's how the competition was enhanced.
"With this rule Liverpool, Manchester United and Arsenal have done good tournaments in recent seasons. The English culture is the Premier, the Champions, and now the Europa League for the teams that need it.
"Burnley played the previous phase of the Europa League and stayed in, although it did not have level and were eliminated. This year I pass on to my players that the Europa League is very important."