"We gave him permission to make this journey. I hope he will come back in three or four days' time," Emery said.
The coach said Neymar approached him as the PSG squad was preparing for Saturday's Ligue 1 match against Lille.
"He told me he had a family matter and that if the club and I gave him the chance to go to Brazil to take care of this problem, it was important to him.
Neymar, the world's most expensive player following his 222 million euros ($261.5 million) move from Barcelona this year, went to Brazil on Saturday "for personal matters", a source from his management company NN Consultaria told AFP.
French radio station RMC Sport reported that the 25- year-old flew home after receiving "bad news involving his family".
Neymar tweeted on Monday but gave no reasons for his trip to Brazil.
He was suspended for the 3-1 victory over Lille and he looks likely to miss Wednesday's League Cup match against Strasbourg, the team that inflicted PSG's only league defeat of the season.
"We're going to wait and see if he is ready to come," the Spaniard said. "First of all he has to be at peace with his problem."
The French league begins a three-week winter break on December 20.
PSG were drawn against reigning European champions Real Madrid in the last 16 of the Champions League on Monday.
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