Gerard Moreno scored the only goal of the game on the brink of half-time from the penalty spot after a handball in the area from Zagreb's Kevin Theophile-Catherine.
Zagreb couldn't find a route back into the game, meaning they have it all to do in Spain next week.
Emery could come up against Arsenal in the next round, who drew 1-1 with Slavia Prague at the Emirates on Thursday.
More to follow...
Gerard Moreno celebrates after putting Villarreal ahead from the penalty spot in Zagreb
Moreno is mobbed by his team-mates after netting the crucial away goal in the first half
The Spaniard calmly rolls the ball into the net past Dinamo Zagreb keeper Dominik Livakovic
Villarreal were awarded the penalty following a handball from Kevin Theophile-Catherine
A reunion with Arsenal remains on the cards for Villarreal manager Unai Emery