A meek last-16 exit at the hands of Real Madrid means Emery is widely expected to be replaced at the end of the campaign, with former Borussia Dortmund boss Thomas Tuchel the favourite to take charge.
Emery's inability to deliver Europe's top prize in his two seasons at Parc des Princes has prompted criticism in some quarters, particularly this season, given the huge investment made to bring Neymar and Kylian Mbappe to the club.
"Yes, of course, I'm his captain," he told Telefoot . "I'm always honest, especially with the work we do together. He always has confidence in me and the players do towards the staff.
"For the moment, we don't know anything. We see a lot of names mentioned, a lot of managers saying that they want to come. It is difficult to see things like that because he has always been professional. We have to continue until the end of the season and then see what will happen."
PSG, who can claim the title with a win over Monaco on Sunday, will be without Neymar until the latter days of the season while the Brazil star recovers from foot surgery.
Silva is uncertain when his compatriot will return but he does believe Neymar remains a valued part of PSG's future plans, despite suggestions he could leave at the end of the season.
"I spoke with him. I don't yet know when he will return. For now, I think the project is with Neymar," he said.
Silva also backed Mbappe to continue to develop in the capital and become one of the best players in the world, alongside attacking partner Neymar.
"He has all the qualities needed to become the world's best player, like Neymar," added the centre-back. "We are here to help Kylian towards that."