Emery's men lie in mid-table in the Primera Division largely as a result of their abysmal form away from the Ramon Sanchez Pizjuan stadium, which has seen them claim just one win all season.
With six matches remaining, Sevilla are not out of the running for European qualification but Emery's immediate concern is to see a vast improvement on their travels.
"We are a real mess away from home," he said. "But the team has the ability to do something about it and they have shown that.
"We have to take the positives and work on our strengths in order to find an answer to the mess we find ourselves in.
"It's a matter of pride and our challenge is to prove our squad is not that bad away.
"We have to bring about this change. I cannot live like this, Sevilla cannot live like this. We are the second worst team away from home."
Emery has doubts over goalkeeper Beto and midfielder Geoffrey Kondogbia, who is struggling with a foot injury.
Valladolid are two places and three points below 11th-placed Sevilla but have picked up four points from their last two matches, including a 1-1 draw with Granada last time out.
With 11 points to make up on the top six, a place in Europe looks a tall order although coach Miroslav Djukic is not prepared to give up the chase just yet.
"We need a win to keep our hopes alive," he said.
"Sevilla are a team with great potential, they are fast and aggressive.
"They will make things difficult for us but we are prepared to rise to the challenge."
Valladolid defender Sereno has been troubled by a sore knee which has kept him out of training while Swedish striker Daniel Larsson is battling illness ahead of the match.