Mata is a target for both Arsenal and Tottenham and looked at one stage to be on the verge of a move to Emirates Stadium.
However, that has not materialised and Emery is now confident of holding on to the Spain winger.
"Mata has gone through a process of doubts about his future," Emery said after seeing Mata captain his side in a 2-1 victory over Hamburg.
"But now we all believe he will stay at Valencia."
Source: Team Talk
Source: Team Talk