Goals from Marquinhos, Edinson Cavani, Lucas Moura, Julian Draxler and Blaise Matuidi saw PSG humiliate their arch rivals in front of a record crowd at Stade Velodrome, but Emery still called for improvements from the Ligue 1 champions post-match.
He told Canal Plus: "We still need to improve. We haven't forgotten that in the last three matches at home, we had two draws and we won at the last minute against Lille.
"There are many teams that play a low block. We need to improve in front of these kinds of teams."
Emery did allow himself the chance to reflect on an imperious PSG performance, in which Marseille were restricted to half chances aside from Rod Fanni's 70th-minute consolation goal.
Stand-out performances from Javier Pastore and Marco Verratti delighted Emery, who said: "The team is good, it is in a good period. This consistency must be maintained.
"Players must continue to want to win and we must keep our personality and our approach on the ball.
"It is good for confidence and progression. We have ideas and a personality. We want the team to have possession and progress aggressively. When you do not have the ball, you have to squeeze and be well placed on the field - that's important."
Looking ahead to forthcoming games against Niort in the Coupe De France and Nancy in Ligue 1, Emery added: "We won tonight, it's done, and now we must think about Wednesday and Saturday."