The Spanish coach is coming under increasing pressure as Arsenal’s season continues to derail after just 12 Premier League games.
The Gunners lost 2-0 to second-placed Leicester City at the King Power Stadium on Saturday evening following goals from Jamie Vardy and James Maddison.
The north London side are nine points adrift of Leicester and Chelsea FC in the race to secure a top-four finish in Emery’s second full season in charge.
Arsenal have only managed to win four of their opening 12 league fixtures of the campaign, drawing five times and losing three games.
The Gunners have already conceded 17 times in the Premier League this term to highlight their continued defensive struggles under Emery.
But Sky Sports pundit Neville believes Arsenal supporters need to give Emery more time to turn around the north London club’s ailing fortunes.
“For Arsenal, the fans are getting very impatient at this moment of time,” Neville told his Sky Sports podcast.
“I don’t think anybody was surprised that Leicester won that game. It doesn’t shock you, does it? It doesn’t surprise you with Arsenal.”
Neville added: “They are what they are. They’re a frustration. Emery is being put under big pressure. I know that Emery is a great coach and following on from Arsene Wenger was never going to be easy.
“Great coaches will come into Arsenal and struggle to change things there. We’ve seen that at Manchester United when Sir Alex Ferguson left.
“Ferguson and Wenger were the leaders at those clubs. It’s going to take time and there needs to be patience shown at Arsenal.
“Manchester United and Arsenal are both big clubs, huge clubs, and they will get back, the cycle will turn.”
Arsenal finished in fifth spot in the Premier League table in Emery’s first full season in charge of the Gunners.
The north London side lost 4-1 to Chelsea FC in the Europa League final to narrowly miss out on silverware.
Emery signed six new players in the summer transfer window to bolster his squad, including club-record signing Nicolas Pepe in a £72m deal from Lille.
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