Xhaka was met by jeers among the Emirates crowd when he was taken off with 18 minutes to play as Arsenal chased all three points against the newly-promoted side.
Pierre-Emerick Aubameyang scored a late winner to give ten-man Arsenal a 3-2 win as the Gunners bounced back from the disappointing 2-2 draw against Watford in their previous league game.
Xhaka has been skippering Arsenal this season following Laurent Koscielny’s departure in the summer, and Emery’s has asked fans to rally support behind the former Borussia Monchengladbach man, who is an integral member of his side.
"We need our supporters and we need them helping each player," Emery told a media conference. "It is our responsibility to transmit our commitment and Xhaka is doing this.
"He played very well on Thursday [against Eintracht Frankfurt in the Europa League] and last week at Watford he did well. Here, I changed him because he played for 90 minutes on Thursday and I wanted to bring fresh players on.
"But Xhaka is a very important player for us. He has a big commitment here, he is improving. I am not asking people to support him but I assure you he is going to achieve his best things if the supporters help him.
"We are professional; Xhaka is an experienced player and he knows sometimes we can receive criticism and we need to be mature and continue working.
"For me he is a very important player and I am going to support him. I am going to decide when he plays and when he doesn't, but he is important for us because his commitment and behaviour is great and he is a good player."