John McGinn struck for the 1-0 win - which marked a first triumph this season.
“I’m grateful for our supporters,” Emery told VillaTV. “We are starting again in Europe, three years in a row playing in Europe in different competitions – Conference League, Champions League and Europa League.
“Of course, to be in Europe is an opportunity to get minutes with the players, get confidence playing matches, it’s a way for a trophy, it’s a way for Europe for next year.
“The Premier League is the most important because it’s the competition through which we are achieving our objectives normally.
“If you are winning a cup, you can get one objective, if you are winning something in Europe, as well, it’s an objective.
“We need now to try and keep our consistency, like we did here, in 90 minutes I think we played a difficult match.
“We needed to adapt to them, we need to improve some moments and we needed to fight a lot of duels on the field and we did it.
“But, overall, how we are reacting - because we can see the last matches from two sides."
Gaining momentum
While it was a first win for the season, Emery argued their performances have deserved more.
He continued: “We didn’t lose, we’ve drawn the last three matches away, even at Brentford losing the penalty shoot-out, we drew.
“And here, winning, we are four matches not losing.
Super John McGinn against Bologna.... again!
“But, it’s not enough, because we know our objective and how we were getting our expectation last year being always in the top eight, top six.
“We were with the same motivation and being excited to start the league better. But, for different circumstances, we are not being consistent in the Premier League. I think we are improving and here we showed it.
“And hopefully on Sunday because we have to react quickly, resting good, having good food and here on Sunday at 2pm we are here again. I’m grateful to the supporters because they have to push us.
“To be here and helping us a lot and how the crowd here are supporting us, helping us, transmitting their energy and their wishes as well in every competition we are in.
“And, of course, Europe is something special. And today they are with us. Hopefully we can get again energy together – the players, the club and the supporters to try to build something special in this season.”