Neymar was a part of the Brazil team which drew 0-0 with England at Wembley on Tuesday and followed that match by enjoying the nightlife in the country's capital, being photographed alongside actress Demi Lovato.
Critics were quick to comment after it was reported that Neymar was out until 6am, but Emery is adamant that the 25-year-old is doing nothing wrong.
The PSG head coach insisted Neymar trains well in spite of his busy social life, adding that the forward "needs" to enjoy himself.
"In training he is very good. He is young, so he also needs to go out and be with them, but he remains responsible."
Another player who has impressed of late in a PSG jersey is Germany international Julian Draxler.
The former Wolfsburg winger has occupied more of a central role recently and has arguably looked more effective there than he had out wide, but Emery is not getting carried away, urging Draxler to continue improving.
"He progresses," Emery said. "But he must maintain consistency in his game, maintain this level and not relax.
"He is playing as a midfielder. He has good ability and finds a good balance between defence and attack.
"If he continues like this then he can still grow. We are very happy with him, but every day we remind him to keep this standard."
PSG have already booked their place in the knockout phase of the Champions League, but they still need to clinch top spot, something they could do with victory against Celtic if Bayern Munich fail to beat Anderlecht.
And Emery has almost a full squad available to him as well, with only Thiago Motta set to miss out.
"After training on Monday and Tuesday, only Thiago Motta is absent," Emery added.
"Everything is fine for the others. As for Thiago Motta, I hope that his absence will not be too long."