Villa won 4-0 to reach the Europa League semifinals 7-1 on aggregate.
“It’s fantastic, but there’s still work to do,” said Emery afterwards.
“How we enjoyed it today with our supporters and the atmosphere they created here is really fantastic. The atmosphere was helping, with them being with us, feeling with us everything we were doing.
“They were transmitting their energy and we were transmitting our energy as well, respecting the competition, respecting Bologna.
“We beat them and now we must be happy with everything we are doing, but there’s still work to do and matches to play. The priority is still the Premier League.
“We are fourth and we are playing on Sunday against Sunderland. A semi-final is something we must be proud of. How we got it two years ago in the Conference League, how we played last year in the quarter-final of the Champions League, and this year a semi-final of Europa League, I’m happy.
“I’m keeping balance because we must carry on being very demanding and achieving our consistency.”