The Yellow Submarine are still on cloud nine following their historic away win over Juventus during on Wednesday.
Villarreal beat the Italian giants 3-0 away from home to win 4-1 on aggregate and to progress to the quarter-finals.
But while there were celebrations aplenty after the game, Emery has reminded his team of the importance of defeating Cadiz this weekend.
Villarreal are currently two points behind Real Sociedad and six behind the top four, and so a win over Cadiz this weekend will be a vital step in remaining in the thick of both the top four and top six race.
“Opportunities like the one on Wednesday come from a previous process,” Emery said in his pre-match press conference.
“I took on a team in Europe, so to be able to play in these competitions you have to put one more stone, and this is the League.
“The League is what gives us the options of being in Europe and Cádiz is very important”.
Villarreal’s reward for defeating Juventus is a quarter-final clash with Bundesliga champions Bayern Munich.
The draw couldn’t have been much more difficult for the Yellow Submarine, but on the other hand, it’s an almighty reward, and at this point, Emery’s men have little to lose having already defied expectations.
“We are here and that is already a sample of the level that exists and the difficulty of all the rivals that are here.
“Any rival would have been complicated. The draw was going to be tough, beyond the preferences that you may have,” Emery said of the draw.
“Now to enjoy the tie from the competitive side and to have an answer.
“Bayern says a lot just to hear the name, but we are going to do everything we can to enjoy it.”