Xhaka taunted Arsenal fans and removed his shirt when storming off the pitch after he was substituted and appeared to swear at his team's own supporters, as well as waving his arms taunting supporters to jeer louder and cupping his ear.
The Switzerland international said his actions were caused in part by what he perceived to be harsh treatment from the club's fans on social media and during matches and that it boiled over on Sunday at the Emirates.
Xhaka wrote: "The scenes that took place around my substitution have moved me deeply. I love this club and will always give 100% on and off the pitch.
"My feeling of not being understood by fans, and repeated abusive comments at matches and in social media over the last weeks and months have hurt me deeply.
The following is a message from Granit Xhaka... pic.twitter.com/YG5lBKmQvi— Arsenal (@Arsenal) October 31, 2019
"People have said things like 'We will break your legs,' 'Kill your wife' and 'Wish that your daughter gets cancer.' That has stirred me up and I reached boiling point when I felt the rejection in the stadium on Sunday."
Xhaka was absent as planned from Arsenal's shootout loss to Liverpool in the Carabao Cup on Wednesday, with Hector Bellerin wearing the captain's armband as the Gunners exited the competition in the round of 16.
Following the incident on Sunday, Emery said Xhaka was devastated about the row and hailed his commitment to the club in training and in games.
"It's not easy for him and for the team," Emery said in a news conference on Tuesday. "He is now devastated, sad.
"He trained normally with the group but he is devastated. He is sad about that situation.
"His commitment is great every time. He wants to help. His behaviour was perfect in training, with the group and club.
"Really he knows he was wrong."