Former club captain Per Mertesacker retired at the end of last term and Laurent Koscielny, who wore the armband for much of the campaign, will miss the opening months of the new season with an Achilles injury.
Emery hinted that Koscielny would remain one of his leaders, but plans to name a quintet of skippers once he gets to know his squad better.
"We've spoken about that. My idea is to know every player and to know, also, the personality of the players. And then, I think my first idea is to have five captains in the team. But at the moment, I don't know the names," he told reporters at a press conference.
"I need to know more and also, firstly, Koscielny is the first captain now and for me, I have respect for that. Then, we are looking at, looking for, who are the players whose personality is the best in the dressing room. We want to keep the respect for these players and to find the captain and choose very well the best player for that.
"The first two weeks for us is to start knowing the club, knowing the players, knowing all the people who are working with us. Each coach needs to know the players. Not all the coaches have the same relationship with a player and I have my personality. I want to know with my direct opinion, with my direct conversations with the player.
"I have information on the players for the club, from the people around me. The information with Arsene is also important for me but the best is my direct relationship and conversations with the players."
Emery's first competitive match in charge of the Gunners will see them face champions Manchester City on the opening weekend of the Premier League season.