Emery in his hinted that Xhaka could lose the captaincy following his action on Sunday.
Xhaka, who was appointed the captain of the North London side at the end of last month, clashed with the home supporters after being booed off at the Emirates on Sunday.
The Switzerland midfielder cupped his ears and then was heard saying “f**k off”, before removing his shirt and entering the tunnel.
“He was wrong. We are going to speak to him and decide with the club.”
“We are here because we have supporters. We work for them and need to have respect for them when they are applauding us and criticising us,” Emery told reporters at the Emirates.