The Hammers looked strong early on, taking the lead through a Marko Arnautović strike. Arsenal responded quickly to level up through Nacho Monreal. An improved second-half display lead to a stroke of fortune for the Gunners as an Issa Diop own-goal gave Arsenal the lead.
Danny Welbeck secured the points in added time.
Check out our breakdown of the game below.
Key Talking Point
For all of Arsenal's struggles at the back, a win is was crucial for Emery in his third game in charge.
Being able to dismiss the opening two games as defeats to superior opposition, Arsenal needed to get points on the board to allay any frustrations from the home faithful.
By far the perfect performance, Arsenal's determined nature to get back into the game is a feature that was rarely found under Arsene Wenger and the biggest positive from the afternoon was the Gunners character to get over the finishing line.
An elusive first victory will give Emery and his players a massive boost in confidence going forward, whilst not falling further behind their top six rivals early in the campaign.
Starting XI: Cech (7), Bellerin (4), Mustafi (4), Sokratis (4), Monreal (7), Guendozi (7), Xhaka (5), Mkhitaryan (6), Ramsey (7), Iwobi (5), Aubameyang (6)
Substitutes: Lacazette (8), Torreira (7), Welbeck (6)
STAR MAN - Alexandre Lacazette has been the man Arsenal fans have been calling to feature and his introduction at half-time made a key difference.
Linking up well with his fellow frontman Aubameyang, the French striker's persistence earned its reward, causing the chaos within West Ham's box that lead to Diop's own goal. Arsenal look much improved when Lacazette is on the pitch.
WORST PLAYER - The result will spare the blushes of Arsenal's defenders who had another day to forget.
Though the player who from minute one looked woefully unsure of his responsibilities was Hector Bellerin. His lack of defensive awareness and discipline continues to cost his side and left a gap which West Ham took full advantage of.
WEST HAM UNITED
Key Talking Point
Although its a third defeat in a row, West Ham can count themselves unlucky to not come away from the Emirates with something.
The pace of Felipe Anderson, Marko Arnautović & Antonio in the first half continued to exploit Arsenal's high line and create many chances. The biggest crime of the Hammers' performance was the lack of finishing which spared their opposition further woes.
Pellegrini is still bedding into a new job and £100m worth of new signings to integrate, West Ham will grow in chemistry and performance as their talent find their feet. The loss of their scorer Arnautović to injury had a big impact, helping the Gunners assume control.
Starting XI: Fabiański (7), Fredricks (6), Balbuena (4), Diop (4), Masuaku (5), Sanchez (6), Wilshere (4), Anderson (7), Snodgrass (6), Antonio (6), Arnautovic (8)
Substitutes: Hernández (5), Perez (5), Yarmolenko (5)
STAR MAN - Marko Arnautović's injury was a sad end to a really good afternoon for the forward. A fine strike to give his side the lead highlighted his continued direct nature which pierced Arsenal's defence.
On the afternoon, the Austrian could've bagged a hat-trick. Hammers fans will hope his untimely exit won't result in a long stint on the sidelines.
WORST PLAYER - Jack Wilshere's return to the Emirates was one to forget as the midfielder found himself lost in the middle of the park.
Wilshere commented before the game how he aimed to prove Emery wrong in dismissing the English midfielder's usefulness to his new regime, though Saturday's game only vindicates what many of Wilshere's critics believe about his lack of physicality and consistency.
Losing the ball many times, breaking down great counter-attacking opportunities was poor for a player looking to be the creative hub of West Ham's attacks.
Arsenal will hope to build on their first win of the season as they travel to Wales to face newcomers Cardiff next Sunday.
The Hammers, still looking for their first points of the season are at home to another recently promoted side in Wolves, who got an impressive point against champions Manchester City on Saturday.