They have, however, racked up six consecutive home wins to stay in touch with the leaders.
"We're strong at home but I think we need to do better away. We started very well, changing our mentality to get more points away," Emery told reporters ahead of Saturday's trip to bottom side Huddersfield Town.
"My first critic is myself. We can make the top four, but we know it's not easy. For us away, each match is a new challenge but it is a big possibility to take the three points."
Arsenal are the only Premier League team yet to keep a clean sheet in an away game this season and Emery has experimented with different combinations at the back.
"We know defensively we need to do better. We tried to play with three and two centre-backs," he added. "(We need to) be passionate, be calm but above all work."
Arsenal defender Shkodran Mustafi and attacking midfielder Henrikh Mkhitaryan are back in full training after injuries and the latter could return to the side after a seven-week absence.
"After six weeks being injured, we thought he (Mkhitaryan) was not fit enough to play against Manchester City. But this week it's the first time I can think of him with us," Emery said.
(Reporting by Rohith Nair in Bengaluru, editing by Ed Osmond)
