Villa were beaten 4-2 on penalties after drawing 1-1 in west London and are still seeking their first win of the season.
Harvey Elliott did at least score their first goal of the season when he netted in the 43rd minute to put them ahead.
But after debutant Jadon Sancho hit the post they were pegged back by a sublime Aaron Hickey volley, with John McGinn and Matty Cash then seeing penalties saved in the shoot-out.
Emery said: “We still have a lot of work to do. A lot of matches, a lot of practice, with the possible combinations.
“We need to get fit Sancho, we need to get fit with us Elliott.
“I think we have a lot of work to do. The way we will do it in the coming weeks.
“After Saturday, at Everton, after today scoring goals, we are watching some improvement. Not enough but I think in the next weeks things will be positive.”
Brentford keeper Hakon Valdimarsson went from zero to hero as he denied McGinn and Cash from the spot, having earlier let Elliott’s strike squeeze under his hands to let Villa open the scoring.
Emery said: “We are a little bit disappointed but we have our way and our way is to try and build a team in the structure we want.
“Today is one part of that. Not with the result we wanted but we have to accept it.”