Emery, 54, won a record extending fifth Europa League title as manager with a comfortable 3-0 win over Freiburg in the final.
Aston Villa have now secured Champions League football for next season and also sit in the Premier League top five.
Speaking to TNT Sports after the game, Emery clearly wants more and insists that everyone at the club is aligned with their “ambitious” goals.
"I am myself ambitious and of course I need support. The owners, everyone that works in the club. The players, and they are following us,” he said.
“We are doing it together. But we must try to set this ambitious, being clear and realistic. Every step forward we are doing makes sense."
On what is next for him and the club: "Next year we will play in Champions League and this is the challenge. The Premier League is the most difficult league in the world.
“To be fighting top seven, top five, top four is something very difficult. Hopefully we can be close with teams like City and Arsenal. Congratulations to them for this title.
"It's a huge challenge we have in Premier League. Why? In the beginning we are not contenders for top seven. There are top seven teams.
“Top six, and Newcastle is the seventh. And we are trying to get there. To try to be consistent there. We are achieving it. But of course to keep it is our challenge. And then, being there we are in Europe.
"And getting this trophy we are adding experiences for us. And those experiences for the players are important. Because as well we can play next year trying as well to be in contention for trophies.
“Last year with the FA Cup and Champions League semis and quarter finals, we lost - experience for us. But we lost this match because we deserved it, because we didn't deserve more against Crystal Palace.
“Today, I was ready to win, I was ready to lose. Experience for us. Of course, winning is better."