Villa travelled to the Stade Pierre-Mauroy aiming to take an advantage back to Villa Park ahead of the return leg next week, but Emery warned that the French side would present a serious challenge.
The Villa manager said his team's structure and discipline would be vital.
"We built the structure in the process we are here, with the experiences we had playing in different competitions," Emery explained. "We are demanding of ourselves collectively and individually to exploit our qualities and feel comfortable as players."
However, he admitted that Villa's structure had not always been perfect, referencing their recent performance against Chelsea.
"Normally we are very disciplined to keep our structure in each game," he said. "But sometimes the opponent can break us tactically or with individual quality. Against Chelsea I missed more things in our structure than normally we do."
Emery said the squad had worked hard in training this week to correct those issues before facing Lille.
The Spaniard also warned his players about the intense atmosphere they would face in France. Villa previously visited Lille two years ago and needed a penalty shoot-out to progress.
"We must control our collective emotions and our individual emotions," Emery said. "The supporters here will push their team strongly, but we want to stay focused on the game and protect our emotions together."
Emery praised Lille's tactical organisation and highlighted the influence of experienced midfielder Benjamin André.
He also spoke highly of Lille coach Bruno Génésio, whom he has followed closely since his time managing Olympique Lyonnais.
"I followed his career as a manager and I appreciate him a lot," Emery said. "They are competing fantastically. It's not exactly the same team we faced two years ago, but they are still very competitive with talented young players."
Despite expecting a difficult match, Emery urged his players to embrace the occasion.
"It's a massive test," he said. "We must be very focused tactically and respect them. But we also have to enjoy the moment - preparing for the match, playing in this atmosphere and showing how we respond on the pitch."