The defending La Liga champions scored twice in each half as Koke, Saul, Raul Garcia and Raul Jimenez got on the scoresheet at the Vicente Calderon.
For Sevilla, it was their first loss of the league season, but Emery accepted his team were outclassed and outplayed.
"We knew we would have a lot of things going against us that we would need to overcome on the field of play. We worked hard and ahead of the game, we have a positive vision of winning," Emery told a news conference.
"They were superior in both aspects of the game, we weren't able to stop the pressure they applied. They were better.
"When they went up 2-0, they tightened up defensively. A loss like this needs to serve as a lesson in humility. We need to know which is our league."
Emery felt the four-goal margin was perhaps harsh on his side, but believes Atletico deserved their win.
He never expected to take points at Atletico and is happy with where his team - who have 13 points and six fourth - are at through six matchdays.
"Losing was today in the calculation and getting to matchday six having these points makes me very optimistic," Emery said.
"We have not been up to scratch, but to a higher rival."
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