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Neymar's PSG travel to Munich knowing that they will top Group B as long as they don't lose 4-0 to Bayern, and asked by reporters if he was worried about his team ahead of the clash, Emery replied "No".
"Tuesday's match is a big test against a team that also wants to go far in the Champions League. We want to show that we want to have a good season," he said.
PSG face having their lead at the top of Ligue 1 cut ahead of their trip to Germany, with Marseille and Lyon taking the field on Sunday looking to close the gap on the runaway leaders' after their shock slip in Alsace.
But Emery insisted that his team deserved to win and wasn't worried about the display.
"We had plenty of opportunities to score and not lose the game (against Strasbourg), but we weren't clinical in front of goal," said Emery.
"We deserved to win so I'm not worried."
Stephane Bahoken downed PSG with a bullet finish in the 65th minute to drag the lowly home side away from relegation trouble and up to 14th.
The exhausted Strasbourg players charged over to their gobsmacked fans at the final whistle of a breathless encounter which saw the hosts hold off a bombardment from their all-star guests that lasted right to the end of the nine minutes of stoppage time.
"To beat a team like that you need all the planets to align and you need to go above and beyond," said Strasbourg coach Thierry Laurey.
"They fought like lions out there. I am very proud of this team."
Final flurry
Striker Bahoken struck just as Emery's side looked primed to snatch the three points, with Kylian Mbappe cancelling out Nuno Da Costa's 13th-minute headed opener three minutes before the break and PSG piling on the pressure.
But with the capital city club camped in Strasbourg's half and the rested Edinson Cavani readying himself to come on to push for the win, Bahoken raced onto Da Costa's flick-on and thumped his winner past Alphonse Areola.
They kept the away side at bay in a frantic final flurry that saw the baying home fans bite their nails as they counted down the nine minutes of added time, and it was a mixture of dogged defending and outstanding keeping from substitute keeper Alexandre Oukidja that staved off the assault.
The French Algerian, who replaced the injured Kamara in the Strasbourg goal, made an incredible reaction save from Cavani's last gasp header, tipping the ball over the bar just as the Uruguayan looked certain to snatch what would have been a heartbreaking point.
"We missed out tonight. We created chances but we weren't able to convert them. We conceded two silly goals, we lacked a bit of concentration," PSG defender Marquinhos told Canal+.
"We will learn from this. We have a very important match coming up and we need to think about that already."
Radamel Falcao closed in on Ligue 1 top scorer Cavani with his 14th goal of the season as Monaco took advantage of PSG's defeat with their first win in four games to move second, nine points behind the leaders.
The Colombian's second-minute strike was enough for Leonardo Jardim's team to scrape past second-bottom Angiers 1-0 to close the gap ahead of third-placed Marseille's short trip to Montpellier on Sunday and Lyon, in fourth, travelling to Caen.
Mario Balotelli was on target as Nice beat bottom club Metz 3-1 to move four points clear of the relegation zone.
