Despite the growing pressure Emery is on track to win a domestic treble this season, with PSG in the final of the Coupe de la Ligue and the Coupe de France semi-finals, while his side have a 14-point cushion in the league.
But Champions League success is the goal for PSG, given the riches lavished on bringing Neymar and Kylian Mbappe to the club, and Emery may not be given a third term in charge.
The former Sevilla coach, however, is not getting worried about the possibility of being fired by PSG at the end of the campaign.
"After this elimination, the criticism is normal," Emery said ahead of Saturday's home game with Metz.
"The most important is the internal analysis, what needs to be done to change and progress.
"I think of the collective, the club. The future for me is tomorrow. We have other goals, to prepare ourselves well.
"I'm not worried about my personal future, I'm not worried about the team: how can you get performance and be better prepared for our future? The project is that of PSG, I believe in this project.
"The people who are part of this project can change ... But today, I work as if I would stay here all my life."
Emery also responded to criticism from Julian Draxler, the Germany international having indicated the PSG coach was too cautious against Madrid.
"I spoke to the whole group yesterday. [PSG sporting director] Antero Henrique and [Henrique's assistant] Maxwell spoke to the players, including Julian," Emery added.
"He did not want to say things like that. After a match like Tuesday, experience shows that you should not talk in the heat of the moment.
"The players are young, they can also say things that can be misinterpreted. The player explained it and I believe what he said."