The Premier League outfit had the better of the chances against the Spanish side, who watched Emery leave for the West Midlands at the end of October.
However, a late goal from Etienne Capoue proved to be the difference as Villa suffered a blow ahead of their return to competitive action on Boxing Day.
On the back of edging out Chelsea in the Middle East at the weekend, Emery would have been determined to build on that win against his former club.
Having selected a strong XI, Emery witnessed his side have the better of the opening stages, Tyrone Mings narrowly missing the target before Ollie Watkins forced a save out of goalkeeper Pepe Reina.
Emiliano Buendia are also struck the woodwork for Villa with a first-time effort, but Villarreal were able to reach half time on level terms.
The action dipped after the restart and Emery took the opportunity to introduce six substitutes, including Matty Cash, Jan Bednarek and Leander Dendoncker who have been with their respective nations at the World Cup.
Another of the replacements Danny Ings brought a save out of Reina shortly after his arrival on the pitch, but the deadlock remained unbroken heading into the final 15 minutes.
However, that changed when Capoue netted the only goal of the game in the 78th minute, the former Watford midfielder capitalising on a poor clearance from Calum Chambers to lash the ball past 19-year-old goalkeeper Filip Marschall.