The Gunners' £72million summer signing missed a sitter when the game was goalless - and is yet to score from open play for his new club.
Gunners boss Emery moaned: “The chance for us, for Pepe, was the key.
“Because if they score the first goal, defensively they are a very strong team.
“Pepe is improving but the next step for him is to score.
“Usually he is going to score chances like that - but tonight he didn't take his chance."