The Spaniard was relieved of his duties as Gunners boss on Friday after winning just one Premier League game since September.
Thursday’s home defeat to Eintracht Frankfurt saw Arsenal go seven games without a win for the first time since 1992.
It sealed the fate of Emery, who was in charge for just 18 months after succeeding legendary manager Arsene Wenger.
In a letter published on Arsenal’s official website, Emery said: “It has been an honour to be the Arsenal head coach.
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“To all the fans, I want to thank you all from the bottom of my heart for helping me to understand and feel the greatness of Arsenal.
“To all of you who have supported us from every corner of the globe, all of you who have come to the Emirates, all of you who have waited in the rain and cold just to greet me after a game. I want to tell all of you that I have worked with passion, with commitment and with effort.
“I would have liked nothing more than to have achieved better results for you.
“I also want to send a message of gratitude to all Arsenal employees for the way they have treated me. The greatness of Arsenal is in every director, executive, employee, assistant and volunteer.
“In particular, I want to highlight (former chief executive) Ivan Gazidis, who welcomed me to the club, and (head of football) Raul Sanllehi, (technical director) Edu and (managing director) Vinai Venkatesham for their respect, companionship and help.
“Until the very last minute I have been treated with honour and honesty. And of course, I send my sincere gratitude to the Kroenke family, for their trust.
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