Wilshere, 26, spent 17 years with the Gunners, 10 with the first team.
But despite prolonged negotiations, the England international couldn’t come to an agreement on a new deal with Arsenal before leaving as a free agent.
“I spoke with him for 15 minutes here in Colney before he left,” said Emery on Wednesday.
“The first thing for me is I have respect for his career here. And then, he chooses what the best was for him in his future. It’s for that, on Saturday, I know that here, the supporters like him and have this respect also.
“I think there is a good reception for him here.”
Both sides will be searching for their first points of the season at the Emirates after difficult starts for Emery and new West Ham boss Manuel Pellegrini.
Emery has been criticised for a lack of pragmatism in trying to implement a patient, passing approach from the back straight away in defeats to Manchester City and Chelsea.
But the Spaniard insists he will continue with the style and is desperate to get off the mark this weekend.
“In our process, we are going 38 matches against all the teams. Whether you are playing against Manchester City, it’s the same as if you’re playing against West Ham,” added Emery.
“It’s clear that every game demands different things tactically. After the first two matches, we have two defeats and we need to win this match against West Ham.”
A loss at home to Bournemouth last weekend punctured the optimism around West Ham’s summer overhaul when the club spent nearly £100 million on nine players following Pellegrini’s appointment.
However, the Argentine believes the Hammers also need a change of mentality to improve results this season.
“When we conceded, we had a lot of fear about losing the game,” said Pellegrini after his side surrendered a 1-0 half-time lead to lose 2-1 to Bournemouth.
“I have said before that we have to change that and I think that will improve.”
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