The Gunners forked out over £70million to land the Ivory Coast international in the summer, but Pepe has made a stuttering start to life in the Premier League.
The 24-year-old hit 22 goals for Lille last season to earn a move to north London but has, by his own admission, struggled to make the desired impact.
“It has not been easy,” he told French radio station RMC after again flattering to deceive in Monday’s 1-1 draw at Manchester United.
“My confidence must come back. I am not very worried. People may be worried about my statistics but I am not.
“I have to keep working as the level here is different – it is a new league for me and I must adapt quickly. But it won’t take very long.”
Emery may yet decide to start Pepe in Thursday’s Europa League Group F clash at home to Standard Liege in an attempt to play one of his star men into a run of form.
The Spaniard insists there is no concern that the fee Arsenal paid for Pepe is weighing him down – having seen him hit just one goal so far, a penalty in a 3-2 win over Aston Villa.
“They are human, every player,” said Emery.
“When they are here working and playing with us, we don’t want and it’s not relevant for us to speak about the money.
“Not for him, not for young players or experienced players. The salary is not important for me. They are players, they are human, they play and are not thinking about that. I am not thinking about my salary when I am the coach.
“The players are not thinking about the salary or what one club paid to use him. For us, it’s not thinking about pressure or not pressure.
“We are playing every time, as a coach or a player, under pressure. Under pressure is a positive. Being under pressure is because we are at a big club with a very demanding objective.
“We are here because we are in the selection. Every player is in the selection to be here and it’s a privilege to be here.
“That privilege brings pressure, of course. But it’s positive, of course. Not for the salary, not for how much the club paid for him. No, no, no.
“It’s because we need to achieve a good performance, individually and collectively.”
Pepe has started Arsenal’s last five Premier League games and Emery feels that, once he has adapted to life in England, he will go on to have a fine career with the club.
“He still needs to play, get confidence, know progressively better the other players, our work,” he added.
“It’s one price and this process is called adaption. The adaptation, some need less time and some need more. But every player needs time when they arrive here. Young players or players as important as Pepe.
“But I am sure that Pepe is an amazing player, I am sure he is going to be here a big career, needs time.
“A lot of players when they came here, the first month, the first year is not easy for them. But I am going to work with him.”