Emery's father was a New England sea captain. Two of her brothers became priests. Her sister Mary preceded Julia as National Secretary of the Auxiliary and served from 1872 to 1876. During her time as National Secretary, Julia visited every diocese in the United States, coordinating and encouraging work in support of missions. She traveled to London as a delegate to the Pan-Anglican Congress. She traveled to Japan, China, Hong Kong and the Philippines to advance missionary work there, and to be able to report on it to the Episcopal women in the United States.