The Gunners have not won in their last six games away from home in the Premier League.
They currently sit in sixth, three points behind fourth-placed Chelsea, and Emery says the onus is on himself to get improve his team.
Emery said: "My first critic is myself. We can make the top four, but we know it's not easy.
"We are strong at home, but I think we need to do better away. We started very well, changing our mentality to get more points away. But now we need to recover our confidence and performance.
"Also we know defensively we need to do better. We tried to play with three and two centre-backs. Be passionate, be calm but above all work."