The Gunners broke their transfer record to acquire the Ivory Coast international from Lille for £72m this summer.
Pepe made his Premier League debut in the 1-0 win at Newcastle on the opening weekend of the season, before Emery handed him 44 minutes of action in Saturday’s 2-1 victory over Burnley.
And the winger believes his manager’s linguistic skills have helped him make an impact early on in his Arsenal career.
“It’s been really good because he speaks French and it has been much easier for us to communicate,” he told the club’s official website.
“I’m new, the strategy and tactics are new and it really helps that I can get the coach’s assistance. Now I need to learn English and this is something he is helping me with also.”
Pepe also revealed that he chose to move to the Emirates Stadium because he wants to play at the highest level.
“I chose to come here because it’s a club with a lot of ambition,” Pepe added. “They have the dream of coming back to the Champions League and I’m also an ambitious person, so the choice was very logical.
“I’m attracted to the Premier League because it is an extremely intense championship and the best league in the world. The idea is to win the Europa League and that is a goal of ours. It’s a European event and our goal is to do better than last season. I believe we will.”
Arsenal travel to Anfield to take on Liverpool, who also boast a 100% winning record so far this term, on Saturday.