Emery stated recently in an interview with France Football that the Gunners were on a "downward slope" when he took over from Wenger in 2018.
He also criticised his players for not having a "good attitude", but Wenger says Emery shouldn't shift the blame on others.
"In 2017 we made 75 points and won the FA Cup so you cannot say that [Arsenal were in decline] and the year before  we finished second in the league," Wenger said at the Laureus World Sports Awards.
"2018 was my last year but it is very difficult to come out on that.
"Arsenal is a club that is in a very strong position financially. It has good players, after that when you are a manager you have to stand up for what you do and your result and not look around you.
"That is the only thing you can do."