Rayo had their application to play in Europe next season rejected by their governing football association due to concerns around the financial conditions at the club.
Rayo are now three points adrift of seventh-placed Real Betis, who occupy the last Europa League place, with two Primera Division games still to play - tomorrow's clash with Madrid rivals Getafe and a home finish against Athletic Bilbao.
However, Jemez is not concerning himself about the Federation's decision just yet.
"It is illogical. But as I told the team, we can not putting the cart to the horse, we must first get it (the Europa League place)," Jemez told Marca.
"I still think it is an injustice and at some point someone will have to put a veto on that. The first thing is for us to get there.
"If then there are other issues that prevent us from being able to play, it is no longer our responsibility, but other that of people, UEFA or the people who created the debts."
Rayo midfielder Adrian Gonzalez is a doubt for the match after he withdrew from training earlier in the week complaining of muscle soreness.
Getafe are two points behind Rayo in the overall standings and right back Juan Valera is looking to finish the season on a high following back-to-back defeats against Osasuna and Valencia.
"Since I've been at Getafe I have not been able to win at Rayo," Valera said.
"We have enough desire to win and especially for what is at stake. (We could) steal eighth.
"(We want to do it) for ourselves, for our fans, and for finishing the season as best we can."