Emery wants FA Cup glory and Champions League berth for Villa
Villa's pursuit of a top five finish in the Premier League will be put on hold as they head to Wembley to face Crystal Palace in the FA Cup semi-finals on Saturday.
Emery is trying to end Villa's 29-year trophy drought, dating back to their 1996 League Cup success, while also making sure they fulfil their European ambitions.
Asked whether winning the FA Cup for the first time in 68 years is more important than Champions League qualification, Emery told reporters: "When you start the season you are trying to set objectives through four competitions -- the Premier League, Champions League, FA Cup and Carabao Cup.
"We are now still in two competitions. We are focusing in each match trying to get our best, and to be in Europe is one clear objective we have.
"The first way to get Europe is through the Premier League, but also getting the trophy in the FA Cup.
"Now, we can't choose only one competition. We are choosing both competitions strongly because we have two ways for our positive season to end."
The FA Cup represents a chance for Emery's first trophy in English football and victory over Palace would clinch their first appearance in the final since 2015.
"As a coach my challenge when I arrived here was to get some trophies along the way," he said.
"We have an opportunity because we are in the semi-final, but there is a lot of work to do.
"When you are getting experiences and getting trophies, the most important thing I learned and I enjoyed, was the way and not the end.
"I want to enjoy the semi-final, everything we are going to do. Travelling to London, being together, preparing the match, the atmosphere in Wembley."
Emery's only previous visit to Wembley as a manager was when he was in charge at Arsenal, playing against Tottenham in a league match while Spurs' new stadium was being built.
"I like it, and tomorrow I will enjoy it. Of course, I have a huge responsibility to try to respond in good way with the players," he said of returning to the iconic national stadium.
"But I'm so excited playing matches like tomorrow, and the possibility we will have."