The defending champions moved into the quarter-finals on Thursday with a 5-2 aggregate victory over Villarreal, while they sit just five points off the top three in the league.
And, though Emery is keen to go as far as possible in Europe, progress in the league will be his main focus as they look for a return to the Champions League next season.
"The more dreams we have, the better," the head coach said.
"Now we have an exciting month in the Europa League coming up, but we know that the league is the main competition, which allows us to experience these precious moments in Europe.
"This team are flowing with maturity. We grew as a team last year, and although a few pillars of that team left, the existing players have helped the new arrivals to compete in [the same] manner, especially against strong opponents in Europe."
Sevilla meet Villarreal for the third time in 10 days on Sunday - this time in the league - having won the past two meetings.
