Arsenal are looking to sign four players this summer as Emery targets a centre-back, a left-back, a wide forward and a replacement for Aaron Ramsey.
What he does not want is any big departures, with one man already making a nuisance at the Emirates.
Club captain Laurent Koscielny stunned the Gunners after telling them he would not travel on their pre-season tour of the United States and wants to leave.
Another player that has been linked with a move away is Aubameyang, with United shock contenders for his signature.
Reports broke earlier in the summer that the Red Devils were eyeing the Gabonese striker as a potential replacement for Romelu Lukaku.
The Belgian looks set to move to Inter Milan this summer after being left out of United’s line-ups in pre-season.
However, Emery is not at all interested in even entertaining the thought of his main forward leaving this summer – especially to a rival.
Asked whether the club would consider selling Aubameyang, Emery replied: “Not really in our mind. Not really.
“We are very happy with Aubameyang and we don’t want to sell him.”
Aubameyang had a stunning season for Arsenal last season, winning the Golden Boot in the Premier League along with Sergio Aguero and Sadio Mane.
He has been on target in pre-season too, where his link-up play with Alexandre Lacazette continues to cause problems for defences.
Both him and the Frenchman netted against Real Madrid in their most recent match in a 2-2 draw.
And Emery went on to state that he intends on playing both his strikers up front with one another.
“They compliment each other very good but they can both play,” he added.
“They were playing both and sometimes we are playing one striker or two strikers and another moment with one winger.
“We have a very big possibility with different options with Aubameyang because he can play like a lone striker, like a striker with two and can play on the right wing and the left wing.
“But, above all, we want to be very, very aggressive in the attacking third.
“Also with moving forward to score with him and when we are deciding to play with another player maybe they are more one to one winger, one to one left or right.”