Cech, 37, is retiring at the end of this campaign and is in the running to start against his former club Chelsea, who he will rejoin as sporting director in the close season.
Bernd Leno has been Arsenal's first-choice goalkeeper domestically, but the German has started just three Europa League games this season, compared to Cech's 10, giving Emery a decision to make ahead of Wednesday's final in Baku.
"The first XI tomorrow I want to say to the players first," Emery said in his pre-match news conference.
"I can speak about Petr Cech. He is a great man, a great professional. His last match will be tomorrow. I want it to be something important for him in the last moment of his career, playing or not playing.
"I respect him a lot. He deserves that we trust in him. I am going to decide if he starts, but first we have to give him respect. How can we not believe in him?"
MIXED OBJECTIVES
Emery is chasing a fourth Europa League title, having won the competition three times with former club Sevilla, and victory would make him the outright most decorated coach in UEFA Cup/Europa League history.
It would also ensure Arsenal return to the Champions League next season after a two-year absence.
Emery, though, insisted such an accomplishment is secondary to taking home the trophy on the shores of the Caspian Sea in the Azerbaijan capital.
"I do not only want to win for me," Emery added. "We have everybody. I want to do something important here and to play for this title. We deserve to be here, and have played well in this competition.
"This competition is improving a lot. The last years big teams play in the final. Tomorrow is the same -- in the future Chelsea and Arsenal can be a final in the Champions League.
"The first objective is to win the Europa League. It is the same for Chelsea -- they won the Europa League without then going into the Champions League under Rafael Benitez (in 2013).
"Winning a title is the first opportunity, then second comes getting into the Champions League."
Gunners midfielder Granit Xhaka, however, says qualifying for the Champions League is vital.
"It was now two times in a row in the Europa League," Xhaka told Tuesday's news conference. "At a club like Arsenal we have to be in the Champions League.
"It's an amazing and an important game tomorrow because we want to give us and the fans and the club the Champions League back."
(Reporting by Peter Hall; Editing by Toby Davis)
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