The 27-year-old has reportedly told the club that he wants to leave in the January transfer window.
The Daily Mail claims Xhaka has made his feelings clear to the club, as he believes there is no future for him in north London.
Arsenal are reportedly planning to let the star leave in January for the Bundesliga, having signed him from Borussia Monchengladbach in 2016.
After being questioned over Xhaka’s future at the club, Emery confirmed they are considering their next actions.
Granit Xhaka was stripped of the captaincy at Arsenal (Image: GETTY)
The Gunners boss revealed that they were speaking with the Swiss international over his future.
“We are speaking a lot about that and it’s clear there are not more words about that,” he said.
“The decision I took I told him and I told the other captains and now it’s continuing.
“Then the time is giving us the next matches, the next weeks and months how we can continue with every player and with him also.
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Granit Xhaka stormed down the tunnel after clashing with Arsenal fans (Image: GETTY)
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In a statement given after the incident between himself and the fans, Xhaka opened up on how abuse from fans has affected him on and off the pitch.
“The scenes that took place around my substitution have moved me deeply. I love this club and always give 100% on and off the pitch.
“My feeling of not being understood by fans, and repeated abusive comments at matches and in social media over the last weeks and months have me deeply.
“People have said things like, ‘We will break your legs’, ‘Kill your wife’ and ‘Wish that your daughter gets cancer’.
“That has stirred me up and I reached boiling point when I felt the rejection in the stadium on Sunday.”