Former Arsenal captain Vieira has been linked with the Gunners job since Arsene Wenger's departure in 2018, but Mikel Arteta instead took over after Emery was sacked in November.
The Frenchman says there were no talks with Arsenal on this occasion, although the Nice coach is adamant he would have turned down any offer regardless.
"No, but there is no place in my mind to have those kind of conversations," Vieira said. "My focus is here [at Nice]. This project suits who I am and what I want to achieve.
"This rumour about the Arsenal job is not something that bothered me. I don't know what the future holds but that is why I don't want to put my brain somewhere that doesn't exist.
"This club knows I want to stay and I know they want me to stay, 100 per cent."
However, Vieira said he discussed the possibility of taking over from Wenger before he became Nice coach.
"It was just a conversation about my situation, where I am, what is the next step," he said. "Nothing came of it."
Vieira moved to Nice from New York City in June 2018 and found former Manchester City team-mate Mario Balotelli in his squad in France.
The Italy international, having starred at Nice prior to Vieira's arrival, failed to score under the new coach and departed for Marseille in the next transfer window.
Vieira added of Balotelli: "Mario's mindset was difficult for a collective sport.
"The philosophy I wanted to put in place, the togetherness and work ethic I wanted to build, it was difficult for me to work with a player like Mario.
"It was really difficult for both of us to work together, so we decided to go different ways."