The Gunners have slipped to 8th place on the Premier League table after failing to win any of their last five league matches.
Arsenal were booed by their fans at the Emirates Stadium following their tepid 2-2 draw against Southampton in the Premier League on Saturday.
Prior to the Gunners’ crucial game against Eintracht Frankfurt in the Europa League on Thursday, the Spanish tactician has revealed that he does not feel any pressure from the club, but admitted the need to arrest Arsenal’s poor form.
"The club is supporting me. I feel the club is responsible in that area. I really appreciate that a lot,” 48-year-old said.
"I feel strong with that support and I know my responsibility is to come back and change the situation.”
"We need to recover the confidence, I need to achieve good balance, and we need to be more compact.”
"We have very good players but now they are playing without confidence sometimes in the matches."
The pressure is mounting on the former Sevilla and Paris Saint-Germain manager as fans and pundits are calling for him to be sacked.
Former Tottenham Hotspur manager Mauricio Pochettino, Nuno Espirito Santo and Mikel Arteta have been linked to replace Emery, but the Spaniard insists he is still happy to be stay.
“I am feeling responsible for my work. I know we need to improve. When I lost, I am not feeling well," he added.
"I am feeling that responsibility to come back, the responsibility to analyse, and to work and improve to achieve our performance.
"In my work, I enjoy it. Every day I enjoy it. The players and the preparation I enjoy because I love that work."
