Emery made seven changes from his team that started in their 2-0 triumph over Getafe on Sunday but saw little drop in performance as first-half goals to Grzegorz Krychowiak and Stephane M'Bia settled Thursday's Group G clash in Seville.
And Emery said it was important to rely on his entire group of players throughout the campaign.
"I wanted to give confidence to some players who are going to be important and are working hard," Emery said.
"Competitiveness within my team is necessary during the season and it especially helps that we've come away with a win."
Barcelona loanee Gerard Deulofeu set up both goals for Sevilla in an impressive performance.
Emery is convinced the 20-year-old can only get better, though, and said: "Deulofeu has a lot of explosiveness.
"But he must choose what to do with the ball a bit better and communicate with his team-mates. He wants to improve."
Deulofeu said he is aware he has room for improvement but was happy Sevilla cruised past Feyenoord.
"It was a tough game," he said.
"We knew that they are a strong rival. But we were able to get ahead on the scoreboard and bag all three points.
"It would not have been normal to come here and star in everything. I need to progress gradually. I trust myself and expect a lot from myself and the club this season."