The Greek centre-half previously spent time working with a German manager during his days at Borussia Dortmund.
He impressed in the Bundesliga, doing enough to convince the Gunners to make a £17 million ($22m) move for his services in the summer of 2018.
Sokratis has experienced the odd challenging moment in English football, but feels he has improved since moving to Emirates Stadium.
He told reporters ahead of a Europa League final outing against Chelsea on Wednesday of Emery: “He’s the best coach I had in my career. That’s because I have improved a lot under him. I play faster than one, two or three years ago.
“I think more and I make better decisions and his coaches do a lot of individual work with us.”
Emery is about to charge Sokratis with the task of trying to contain the likes of Eden Hazard, Gonzalo Higuain and Olivier Giroud.
He has done that job before, with Arsenal having claimed a convincing 2-0 Premier League win over Chelsea in January.
Sokratis added when asked if anything can be taken from that contest heading into another clash between London rivals in Baku: “I remember it was a good game from us.
“We were much better than them. Chelsea has a good team. We respect them. We are not afraid. It’s one game. One final.
“We like to be there. We like to win. We want to play next year in the Champions League.
“Hazard is a very good player but we also have very good players. We plan for everybody but they are planning for us.
“It’s clear, it’s a final. We have good players. We have [Pierre-Emerick] Aubameyang, [Alexandre] Lacazette, [Mesut] Ozil, they have Higuain, Giroud, a lot of good players.”
Arsenal need to emerge victorious in midweek in order to secure qualification for the 2019-20 Champions League, with Emery’s side having finished their Premier League campaign in fifth spot – two places and two points behind Chelsea.