Leading at halftime through Joao Pedro, Chelsea lost at home 2-1 thanks to Ollie Watkins' brace.
“I’m very happy and thankful for the supporters because we need them and they are with us, transmitting their energy and we’re here trying to play for them,” he said.
“How the players responded on the field was really fantastic. In the first half, we struggled.
“We weren’t getting the rhythm to keep ball possession and to try to get to their box frequently, but we needed to defend and we were being brilliant defensively.
“We conceded one goal from the corner, and we needed to change something in the second half but with the same structure we had in the first half.
“We started getting better and we needed fresh legs, but how we got our momentum, with the players showing their mentality to exploit their qualities, was fantastic.
“To beat Chelsea here is very difficult. We wanted it and we are happy but still keeping balance and trying to get each match with our objective.
“Our next challenge is at Arsenal.”
On his halftime shake-up, Emery also said: “It’s a good example because we have one plan and we must follow the game plan in 90 minutes with fresh legs, having the impact that they did.
“We’re trying to use our flexibility with different players, and it was an example today how they made an impact for the team. It was fantastic.”