"You know, all you got is a hug, and love, and a shoulder," said Emanuel, speaking at the City Club of Chicago.
He recalled the day Pendleton was shot. He went to the home of her parents to try to offer some comfort.
"Here you are, the mayor of Chicago, and you feel totally useless, inadequate," he said. "And, you know, Nate and Cleo invite you in as a family, they're making sure that you're fed, ask you about your day, you're here to hug them about their daughter."
Gun violence is one of the things that continues to deeply trouble Emanuel. He said in 2017 Chicago police took a record number of guns off the street, and then set a new record in 2018, and now they are on a new record pace, taking a gun off the street every 50 minutes.
"I got to be honest, I do not understand, I mean I know you can get down, you can get desperate, but the idea that you would kill somebody for a street corner that none of you pay mortgage on or own, I don't get it," Emanuel said. "I'm gonna walk out of here with the riddle to that question unanswered. I do not understand how you can be so low, so desperate that you can take somebody else's life. And so to me there is a gun control piece of this and we have to be honest, there is a moral component to this."
As for his legacy, Emanuel believes he is leaving Chicago better prepared for the future.
"When I walked in the door, yes, Chicago had a fiscal crisis, we had an economic crisis, we had an employment crisis, we had an educational crisis," as well as a crisis of confidence, Emanuel said.
Eight years later there has been a noticeable change, he said.
"We got our game back, we got the spring in our step, we don't doubt ourselves any more and more importantly we don't doubt the kids of the city of Chicago to set records," Emanuel said.
And while Hadiya Pendleton may have been Emanuel's lowest point, he said he has also seen the best of humanity in her parents and many more like them.
"I walk out of here if you ask me, they're my heroes, 'cause I don't think I would have the grace and humanity if somebody, or something happened to Ilana, or Zach or Leah, that they've shown, and think they've made me a better person because I've been exposed to their generosity," Emanuel said.
As for what's next for the mayor, he said several vacations, including one to celebrate his son Zach's college graduation and a family trip to the Dolomite mountains in Italy. He's also going to be working on his book and doing some TV.