The French champions take on Bastia in the last 64 of the competition and Emery says they are determined to win the Cup for a record 11th time in 2017.
He said: "Paris Saint-Germain is a club that should be playing to win every competition.
"On Saturday, it's time for the Coupe de France. It's the 100th edition of the competition, so it's important. The club has already won it 10 times, equal with Marseille. This competition is important for us and also for the fans."
He added: "The objective is to win, but every club gives their absolute all in this competition as it offers a path to Europe. For us, it's another title up for grabs, and so it's very important. I will do everything I can to prepare well for this match and field the best players to win it."