Emery held talks with Xhaka on Sunday evening, on Monday and again on Tuesday after his petulant reaction to equally unseemly chiding from home supporters at Emirates Stadium during the 2-2 draw with Crystal Palace.
The Switzerland international has struggled to assert himself as a leader of the team, and his response on Sunday to the fans’ baiting saw Gunners greats Nigel Winterburn and Emmanuel Petit call for him to lose the armband.
Xhaka was appointed captain in September after a dressing-room vote, taking on the role vacated by Laurent Koscielny who joined Bordeaux in the close season.
When substituted during the second half of the Palace match, he cupped an ear to supporters, appeared to swear towards them, and pulled off his shirt before heading straight down the tunnel.
"He is now devastated, sad," Emery said. "We spoke yesterday, on Sunday night we also spoke... and this morning."
Emery said Xhaka should apologise for his lapse of composure.
"Yes," Emery said. "When we make individually some mistakes we need to make apologies for one circumstance. I prefer to do that and we suggest he does. He's devastated and down and we need to recover him."