A 2-1 win at Bournemouth on November 25 was the last time Emery's side took three points on the road - and the Spaniard wants that to be addressed at struggling Huddersfield.
Asked if the Terriers' own poor form meant this game was must-win, Emery replied: "Yes.
"We started very well away, changing our mentality, but now we need to recover this confidence, to recover this performance and the next opportunity is Saturday against Huddersfield.
"But it is difficult. These matches are difficult and they are playing for the possibility to continue in the Premier League.
"Their last results have not been good but with their new coach (Jan Siewert), I am sure that they are going to play with a big ambition and a big performance on Saturday.
"I think they have good players with a good organisation. They push a lot and I know it will be difficult. For us as well, away games have been a challenge and each match is a new challenge.
"Each match is also a very big opportunity for us to fight for the possibility to take three points and continue better than how we are doing in away games now."
The loss at City saw Arsenal outplayed for much of the contest, with some supporters taking to social media to criticise the team - as well as Emery's tactics.
A number even went as far as to call for Emery to be sacked as the 47-year-old faced the largest wave of negativity since his appointment to replace Arsene Wenger last summer.
"My first critic is always myself," Emery replied when asked about his cynics.
"I work over the criticisms of me because I know that work in the present can change our way. How we are doing at home and away, we are with the possibility and the opportunity of (finishing in) the top four."
Emery revealed captain Laurent Koscielny and top goalscorer Pierre-Emerick Aubameyang have both missed a day's training this week though illness - but believes both will be fit to travel to West Yorkshire.
January loan signing Denis Suarez could also come in for his full debut after struggling off the bench at City.
Emery conceded the Barcelona midfielder did not get off to the best of starts but revealed Suarez had put in extra effort to get fit after joining until the end of the season.
"The first day last week was adaptation to us, and also with 25 minutes against Manchester City," he added.
"This week he worked Monday with our coaches, and also yesterday. Today he is working with different adaptation and better than last week.
"I hope he will continue, he is improving every day with us. Then I hope he can show in the next matches how he can help us better than in the first match against Manchester City."
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