Mkhitaryan sat out Arsenal's trip to Azerbaijan earlier in the season after the Gunners were paired with Qarabag in the group stage, while he also missed a game in Azerbaijan during his Borussia Dortmund days for similar reasons.
Earlier this week, Azerbaijan's UK ambassador, Tahir Taghizadeh, told Sky Sports, "What I can guarantee is that the Azerbaijan government will do everything what needs to be done and provide safety and security for every fan, player and staff member coming to this game."
Directly addressing Mkhitaryan, he added, "Go to Baku, you are safe there."
Yet Arsenal have seemingly concluded that Mkhitaryan will not be suitably safe and have taken the difficult decision to leave the 30-year-old out of the travelling squad.
A statement published on the club's official website read, "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."
Arsenal have already been critical of UFEA over the limited ticket allocation (6,000) provided to each club for the final, as well as the difficulty and cost of travel from London to Azerbaijan.
Source : 90min