Unai was head coach of Valencia CF for 4 seasons, equalling the longevity of Alfredo Di Stéfano. He achieved 3 Champions League qualifications by finishing 3rd in LaLiga three times in a row, the only Valencia CF coach to have achieved it since the inauguration of the current Champions League format.

In the Valencia dressing room, Unai asked for a poster to put up with a famous quote from Di Stéfano: “No one player is as good as all the players together”. Emery coached international players such as Villa, Silva, Mata, Morientes, Joaquín, Albelda, Aduriz, Soldado, Baraja and Albiol during his time in charge of the team.