Villa’s run of five consecutive wins across all competitions was brought to an abrupt halt after losing 2-1 to the Dutch minnows.
Evann Guessand put Emery’s side ahead after just four minutes with his first goal since joining in the summer.
The visitors were unable to make their domination count, however, and thanks to goals from Mathis Suray and Mats Deijl secured arguably the biggest result in Go Ahead Eagles’ history.
Speaking after the game, Emery defended his side’s performance but couldn’t hide his frustration with the result.
Emery said: “We enjoyed a lot in Europe and we’ve had a lot of experiences in Europe – Conference League, Champions League and this year the Europa League.
“We’ve started the season very good in the Europa League and Europe helped us to get better and feel more comfortable in this competition.
“Today was a match we were dominating, we were creating chances, and we scored the first goal. We conceded a few chances to them and they were clinical.
“They competed very well, defending fantastic. We tried with the penalty we had, but we missed it, and we have to accept it.
“We have to tell our supporters who are here with us how grateful we are that they are supporting us and coming with us to play here away.
“Away is an experience I’ve always felt is difficult, like today. I’m positive, but today I’m feeling disappointed and a little frustrated.”