Arsenal's 22-game unbeaten run ended on Sunday after Southampton benefited from the Gunners' injury crisis and beat them 3-2.
Arsenal travelled to St. Mary's with only one nominal centre-back, Laurent Koscielny, who is still looking to regain match fitness having just returned from a seven-month spell on the sidelines.
Rob Holding had sustained a season-ending knee injury against Manchester United, while Sokratis Papastathopoulos and Shkodran Mustafi were suspended.
In a further blow to Emery, Hector Bellerin was hauled off on Sunday with a calf injury and could miss "some weeks" according to the Gunners coach.
Real Valladolid star Fernando Calero and Chelsea veteran Gary Cahill have been linked with a move to the Emirates to ease the Gunners' defensive worries.
But despite the crisis deepening, Emery admits he might not be able to strengthen his squad once the winter transfer window opens.
He said: "It is not easy. But I don't believe I would in this transfer window because it's not a very big possibility with the players.
"Our progress is also with young players and we are giving them chances, and when we need to give them more chances to play and show us [their] progress we are going to do."
Arsenal have conceded 23 goals in the Premier League, more than Newcastle or Leicester City.
The Gunners are now fifth, 11 points behind league leaders Liverpool and three points away from the top four.
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