Emery was sacked in late November after 18 months in charge at the Emirates Stadium, with Arsenal without a victory in seven matches at the time of his departure.
The Gunners’ poor form has continued under Freddie Ljungberg and Mikel Arteta, with Sunday’s 2-1 defeat by Chelsea leaving them 12th in the Premier League table.
And Emery admits that he was unable to turn the situation around after Arsenal lost “confidence” and “stability” following the defeat by Sheffield United.
“This season, theoretically, we began well and I had the feeling – and so did the club – that the achievements of the previous season were valued,” he told BBC Sport.
“We were now looking to how we could develop together even to the point where they were looking to offer a renewed contract.
“Then I remember we had one month that the frustrations from bad results were beginning to make us worse for the following matches.
“We were losing confidence and a bit of stability. The game against Sheffield United was a bit of a turning point. In one month, everything got broken.
“We were incapable of winning a game in seven and the tension based on the question we were asking ‘what’s happening to us?’ was like a rolling ball that was just getting bigger and bigger.
“The truth is that the coach is the first person to come into the spotlight. I’ve had it at other clubs and managed to conquer it by getting the team back on track, but at Arsenal that month was terrible. We had to win to regain our emotional equilibrium, to get rid of that frustration, and we couldn’t.
“I spoke to the players three or four weeks before the process began to tell them that things were not going well and that I couldn’t see the team I pictured on the field of play.
“We looked for solutions. At times defensively we had to be stronger, so we went with three central defenders. We were trying to find a way to tactically synergise [Pierre-Emerick] Aubameyang, [Mesut] Ozil and [Alexandre] Lacazette so that everyone could play the best possible in their position and the results still didn’t come.”