"Everyone has their own opinion. We know very well what we are playing for and how we have to play. If we are just going to kick the ball up front and wait for God to give us a chance to score, it's not necessary," Mkhitaryan told Sky Sports.
"The only thing we have to do is to work hard, believe in ourselves and use the chances we create to score goals ... we're creating chances. Maybe we're not as good to score at the moment but I think it's just the first few games."
Mkhitaryan backed Spaniard Emery, who replaced the long-serving Arsene Wenger this season, to find a balance between attack and defence.
"Emery (has) kept the philosophy of Wenger but is building something new on it. It's not easy but I think he's doing it in the right way," the Armenia international added.
"He wants to play football and dominate the game and that's what we are doing ... The important thing is to stay positive, believe in ourselves and to keep working the same way and the result will come."
Arsenal host West Ham United in the league on Saturday.
(Reporting by Shrivathsa Sridhar in Bengaluru; Editing by Ian Ransom)
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