Emery was appointed PSG boss in 2016 and has detailed the difficulty of acquiring Lacazette, who eventually chose to move to the Premier League.
“When I arrived at PSG we were thinking about signing Lacazette,” said Emery.
“He was at Lyon and it wasn’t easy to have the conversation or to sign a player from Lyon or for Lyon from PSG."
Lacazette scored 17 goals during his maiden campaign at Arsenal, but the January arrival of Pierre-Emerick Aubameyang saw him shuffled down the pecking order under Arsene Wenger.
Aubameyang started the new season as first choice in the Arsenal attack but has now been moved to a wide role to accommodate Lacazette, an ever-present in the Gunners' last five Premier League games.
After failing to sign Lacazette while at the Parc des Princes, Emery says his relationship with the forward is better than ever.
"Now we are speaking together with Laca every day," he added.
“Last year was his first year in the Premier League, it was a different league to the French League, a different position for him, a different rhythm.
“Not a different mentality, though, because he has a very good mentality and he gives himself very good chances to score. He is very efficient.
“But he needs to continue his adaptation to us, to the Premier League and to its rhythm.
“And this year we are looking at one step more in this level from last year.
“We are very happy but my message to him is: ‘Every day, don’t stop. Don’t stop in training, don’t stop in matches’.
“He must carry on to find his best performance, not just in matches but in each minute of the 90 minutes and he has to keep on doing that.
“I believe in him — and in the other players — but in his characteristics, we need him to keep feeling well with his role in the team and with his quality.”