The 24-year-old has been adapting to life in England after his club-record move to The Emirates from Lille in the summer transfer window last month.
Pepe has been a regular fixture in the first team at The Emirates so far this season and he will be hoping to develop into a key and influential figure for the north London side.
The Ivory Coast international arrived in England after having enjoyed a fine season with French side Lille last term.
However, Emery has talked up the importance of giving the attacker enough time to get used to the rigours of the Premier League with the north London club.
Speaking in an interview quoted by Metro, Emery said: “He needs more adaptation.
“He is playing good but progressively we know there is going to be more performance in him to help us and I want to do now quickly the last step in the adaptation for us.
“We are working with him first for that adaptation.
“After the training now we are watching individual videos with him, also to push him to achieve the details tactically we need for him because he is playing well but also we need in our organisation to be strong with every player to improve a lot.”
Arsenal will be in League Cup action on Tuesday night when they host Nottingham Forest in the third round.
They will then switch their attentions towards their crunch clash with Manchester United in the Premier League on Monday 30 September.
Arsenal are aiming to break back into the top four this season after they finished fifth and without a trophy last term.
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