The PSG coach has overseen Neymar's first season in Ligue 1, the Brazilian scoring 18 goals and providing 11 assists to help his side build an 11-point lead at the top of the table.
Neymar and PSG face Real Madrid - who have been linked with a move for the 26-year-old since his Barca departure - in the last 16 of the Champions League on Wednesday.
And Emery believes Neymar's decision to sign for PSG and leave Barcelona, where he operated in the shadow of Lionel Messi, could be considered a risky move.
"It's true that Neymar was born to be a great player, so his talent made him grow and improve him and the team," Emery told Marca. "I have never had a player like him and I'm thankful I can train him.
"Now, I am looking for the collective benefit with him. He made a sporting gamble by leaving the comfort zone he had in Barcelona to win respect here, it's a process, he wants it and has hunger.
"PSG are lucky to have him and he wants to be in a team with great players, to show his personal talent and achieve collective goals.
"He has a great heart and the chats that I have had with him have always been positive. He always says that he has come here to help, with humility. In his play he takes responsibility, sometimes we have to remove that excess, we say 'calm down, Ney'.
"When the team has to step up or score, they look to him because he can do it, but it's not good to get carried away. I say that because we are here to help him, to make him feel comfortable on the pitch and make everything easy for him to make his talent define games in attack.
"My work is to balance things to make his talent decisive. But no, Neymar is not a free spirit, he has a lot of individual and collective capacity. If you see the highlights on television, you only see his tricks... I analyse what he does overall, how does he link play, how he finds spaces in tight gaps."
Neymar was not the only major new signing at PSG this season, the club landing Monaco prodigy Kylian Mbappe on an initial loan deal, with the teenager set to move permanently to the French capital at the end of the season in a deal worth up to €190 million.
Mbappe was a transfer target for both Madrid and Barcelona after a breakthrough campaign saw his goals fire Monaco to the Ligue 1 title, at the expense of PSG, as well as the semi-finals of the Champions League.
"He has a big future. You never know where he will end up," Emery added. "On top of that, he's from Paris. Previously, these players didn't come to France, PSG couldn't keep them, they went abroad. Now they can be here 15 years and it's a great step.
"Madrid and Barcelona wanted Kylian, but PSG has the muscle to keep him here in a French project. I think that signing Mbappe wasn't due to economic reasons, but for the attractive sporting project. That's new to this new European order.
"Clubs see their reign threated, like with Manchester City, who are another team with huge economic power. I think it's good for football that there are these new teams, we should all be thankful."