McGinn and Cash were both denied by Bees keeper Hakon Valdimarsson as Villa suffered a 4-2 shoot-out defeat to exit the competition at the third round stage.
Emery later explained how Villa had used analysis to help select their penalty takers after the tie had finished 1-1 after 90 minutes.
Cash had been among Villa’s scorers in their previous shoot-out, a 4-3 win against Lille in the Europa League two seasons ago.
Emery said: “They are usually players who are confident with penalties.
“We have analysis from the players on how they are performing in their career as a player. I have nothing to tell them.”
The shoot-out defeat left Villa still searching for their first win of the season, though Emery found positives from an evening where his team at least found the net for the first time this term.
Harvey Elliott’s 43rd minute strike, which squirmed under the hands of Valdimarsson, put the visitors ahead at the GTech Community Stadium.
The key moment of the match then came early in the second half when Jadon Sancho, on debut following his deadline day move from Manchester United, hit the post with Valdimarsson on the floor and just two defenders on the line to beat.
Brentford then equalised when Aaron Hickey swept home a stunning volley following a Frank Onyeka long throw and neither side could find a winner.
Valdimarsson, who had already begun to make amends for his earlier error by saving from Cash and Morgan Rogers in the closing stages, then gave his team the perfect start to the shoot-out when he denied McGinn low down to his right.
Ollie Watkins and Emi Buendia then converted for Villa but when the keeper pushed Cash’s powerful strike from the spot round the post, Mikkel Damsgaard beat Marco Bizot to send the home side through to the fourth round.
Villa have now lost four out of five Carabao Cup ties under Emery and Tuesday’s defeat comes amid the toughest period of the Spaniard’s reign to date.
His team next head to Sunderland on Sunday, before kicking off their Europa League campaign at home to Bologna next Thursday.
Home Premier League matches against Fulham and Brentford follow, either side of a trip to Feyenoord, before the next international break.
“We scored one goal. Now, we need to win,” said Emery. “We need to win and we need to get balance to perform progressively better.
“We need to increase the level of some players we added in the squad.
“I have all my confidence with the players but we have to play matches, to practice and to get better in different things.
“Today we did one step forward in a lot of things, being positive. Of course, the result is not good but we have to continue in our way and carry on in everything we are working, everything we are speaking in how we are trying to adapt as soon as possible.
“We have lost one competition. Our challenge is now the Premier League, to be consistent, try to get one strong way in Europa League and then FA Cup.”