Cech will call time on his playing career following the midweek showpiece against his former club with reports suggesting he will then move back to Stamford Bridge to become the Blues' sporting director.
The Czech has played in each of Arsenal's knockout games since the turn of the year but Emery must decide if he will stick with that policy or start with regular number one Bernd Leno in Baku.
"The most important thing for us is to win the title," Emery told a news conference.
"Each title is important for Arsenal, and for Chelsea, both in England and in Europe. We want to enjoy this moment.
"The first XI, I will say it to the players first. I can speak about Cech a lot, but above all he is a good man, a good professional, his career has been amazing, both elsewhere and with us.
"It's going to be his last match because he decided to finish his career. I want to do something important with him in his last moments in his career, whether he is playing or not playing.
"I respect him a lot. He is amazing, first as a person and a professional goalkeeper. He deserves trust in him, his career says to us he is a gentleman. He can start or cannot start, I am going to decide. How can we not believe in him?"
One player not available to Emery is Henrikh Mkhitaryan, who has not travelled with the Arsenal squad due to fears over his safety amid ongoing political tensions between Armenia and Azerbaijan.
UEFA's decision to host the final in Baku has come in for criticism, and Mkhitaryan's team-mate Granit Xhaka conceded that Arsenal's squad have been left frustrated by the situation.
"Of course, we are disappointed he's not here," Xhaka said.
"We spoke a lot about Mkhi and politics, it's time to speak about football. He's very important on and off the pitch and we want to give him the trophy.
"A club like Arsenal has to be in the Champions League. We want to give the fans the Champions League back. It's a big game, a final. We can take a trophy and go back to the Champions League."