The France star was visibly angry and had a confrontation with Mohamed Elneny on his way off the pitch.
Lacazette was hooked in the 78th minute with Alex Iwobi replacing him.
The Gunners picked up a 3-1 win over the Burnley with Pierre-Emerick Aubameyang netting twice and Iwobi scoring in injury time.
And Emery is not concerned by Lacazette.
“I think he was happy with our victory,” said the Arsenal head coach.
When Emery sees Lacazette is still on the pitch before FT pic.twitter.com/AJXcHOCSvx
— Iman | ايمان (@nana_alaouie) December 22, 2018
“He wants to score and when a striker doesn’t score, I like it if he is angry with this situation.
“But he worked very well today. For me, the last match was the best he has played.
“I think he is coming back to the best Lacazette to help us.”
Emery also opened up on the performances of Mesut Ozil.
The midfielder was made captain for the match after being omitted from the squad to take on Tottenham earlier this week.
He explained: “Very good response. I think he played like we needed, today.
“His skills, his commitment with us today was very good and he helped us.
“I spoke yesterday with you in the press conference, we need Mesut Ozil and like today, he was there for us.”
Arsenal currently sit fifth in the Premier League, level on points with Chelsea above them.
Next up for the Gunners is an away trip against Brighton on Boxing Day.