Mkhitaryan, who is the captain of the Armenia national team, will miss the final due to political tension between the two countries.
A statement on Arsenal’s website reads: “We are very disappointed to announce that Henrikh Mkhitaryan will not be travelling with the squad for our Uefa Europa League final against Chelsea.
“We have thoroughly explored all the options for Micki to be part of the squad but after discussing this with Micki and his family we have collectively agreed he will not be in our travelling party.
“We have written to Uefa expressing our deep concerns about this situation. Micki has been a key player in our run to the final so this is a big loss for us from a team perspective.
“We’re also very sad that a player will miss out on a major European final in circumstances such as this, as it is something that comes along very rarely in a footballer’s career.
“Micki will continue to be part of our preparations until we depart for Baku at the weekend.”