Villa were beaten 2-1 by the Eredivisie outfit, with Buendia missing from the spot on Thursday night.
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Emery said of their penalty issues: "Today the responsibility was for Buendia, and normally he has good numbers shooting penalties, but he missed.
"Of course, something can happen, and we will try to get more clinical in the penalty shoot than the last penalties we have had.
"Our takers are clear. Buendia was today, (Jadon) Sancho, John McGinn, Morgan (Rogers) as well can shoot penalties.
"And, of course, Emiliano can repeat, but the idea is try to be so, so responsible about the decision and about the takers who can score."