Emery promised to return Arsenal to the European elite after they finished outside the Premier League top four in their final two seasons under predecessor Arsene Wenger.
A 2-0 victory over Watford at Emirates Stadium on Saturday, thanks to two goals in the last nine minutes, secured the Gunners’ fifth league win in a row.
They now sit fifth in the table, behind fourth-placed north London rivals Tottenham on goal difference.
Defender Holding, 23, told Arsenal’s website: “He said when he came in that he wanted to bring a winning mentality and I think you get that from wins and you go into each game confident
“We’re physically fit and we know that we can go and get the result.”
Watford captain Troy Deeney criticised Arsenal’s lack of desire after their 2-1 defeat at Vicarage Road last season.
But on Saturday he faced a more committed Arsenal, who prevented Watford from scoring in the league for the first time this season.
Alex Iwobi, introduced midway through the second half, was the catalyst behind Arsenal’s win.
The Nigerian’s driven low ball from the right resulted in Arsenal’s opener, inadvertently turned in by Watford’s Craig Cathcart.
Two minutes later Iwobi was involved in a one-two with Alexandre Lacazette, who delivered a low cross for Mesut Ozil to sidefoot home.
With the game goalless, Arsenal substitute keeper Bernd Leno made a great one-handed save to deny Deeney, while Isaac Success fired narrowly wide of the far post.
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