The north London side have struggled to find consistent form all season under the Spanish head coach and they have only won four of their opening 13 games in the Premier League.
Arsenal had to twice come from behind to earn a 2-2 draw with Southampton in the Premier League, a result which left them eight points behind fourth-placed Chelsea FC in the race for Champions League qualification.
The Gunners will return to Premier League action on Sunday afternoon when they take on Norwich City away from home as they look to return to winning ways in the top flight.
It remains to be seen what the future holds for Emery following the Gunners’ poor form – but the manager remains adamant that he retains the full backing of the Arsenal board.
Speaking at a news conference before Arsenal’s clash with Eintracht Frankfurt on Thursday night, Emery said: “The club is supporting me. I feel the club is responsible in that area. I really appreciate that a lot.
“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.”
Arsenal are aiming to try and break back into the top four this season after they finished in fifth place and without a trophy last term under Emery.
The north London side have not won the Premier League since their famous unbeaten triumph under Arsene Wenger in 2003-04.
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