PSG's unbeaten season came to a shock end Saturday when they were upstaged 2-1 by Strasbourg at Stade de la Meinau.
Kylian Mbappe cancelled out Nuno da Costa's opener before half-time but PSG came unstuck for the first time since April 30 – a run of 25 matches in all competitions – after Stephane Bahoken restored Strasbourg's lead past the hour.
"We're disappointed. The team did what they had to to win," Emery said.
"We deserved to win, but that's football. It's difficult to keep winning games, to win all the time. During each match, we try to play well and win.
"Today, the team created a lot of chances, dominated the game. But with two opportunities, we gave Strasbourg the chance to beat us.
"When you look at all the chances we created, you could say that it wasn't our day."
Is this the goal to end PSG's unbeaten run?! pic.twitter.com/Ycdl0FNkuB— Goal (@goal) December 2, 2017
Brazilian full-back Dani Alves added: "There isn't much to explain. I think it was a tough day, we were jagged during the match and we paid an expensive price for it.
"We didn't make the goal right away, but it's things that happen, accidents and some warnings that we can't think that everything is flowers, sometimes there are road accidents, we're not going to change anything, just try to improve even more."