Mahrez bent an effort just wide of the post as he looked to mark his Premier League debut for the champions with a goal with City taking nearly complete control of proceedings leading up to the interval.
For Emery, the message to Arsenal supporters is that they must not be fretful.
Tactically, it would be more of the same for Manchester City - their fluid transitions and quick executions of intricate passing moves are likely to get more precise.
City, meanwhile, only managed to bring Algeria worldwide Riyad Mahrez in the transfer window, while the likes of Yaya Toure and Joe Hart have left. The title is City's to lose, but they'll be hoping for more than just back-to-back championships in England.
Arsenal themselves travel to play Chelsea next weekend and Emery will need to make sure his squad regroup. After sending Calum Chambers on loan to Fulham a few days ago, Emery seems to be going with the idea of fielding Sokratis and Mustafi as his preferred choice of central defensive pairing.
It's a fresh start for everyone at the club and what better way to continue the new found positivity surrounding Arsenal than with an opening day win against City.
For Arsenal, their biggest concern will be at left-back with two specialist players in that position out for the fixture.
With Nacho Monreal and Sead Kolasinac expected to miss the visit of champions City to Emirates Stadium on Sunday, Welbeck has been trialled as a full-back during training.
This was a reminder that last season, in points terms, Arsenal finished closer to bottom than top, and that's Emery's job in transforming Arsenal's tactical and technical approach is very much a long-term project.
The future is bright, the future is Unai Emery (below).
Catching City isn't the immediate target for the Gunners, who last won the title in 2004.
Arsenal coach Unai Emery has admitted that Manchester City manager Pep Guardiola is a better manager than him ahead of their clash on the 12th August 2018.
"What we'll see Arsenal do more this season is win games tactically".
City were without David Silva and Vincent Kompany at the Emirates while Kevin De Bruyne was only introduced as a second-half substitute.