Armenia and Azerbaijan have a century-long conflict stemming from the fall of the Russian Empire in 1917 and there were fears Mkhitaryan would not be safe in Baku.
The London club said it was “disappointed” to announce the midfielder would not travel with the squad for the May 29 final against English Premier League rivals Chelsea, but made the final decision after discussions with him and his family.
Arsenal confirmed it has written to UEFA, European football’s governing body, to express its “deep concerns”.
“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.”
Mkhitaryan, who won the Europa League with Manchester United in 2017, tweeted that to miss the final against Chelsea “hurt a lot.”
In a statement to CNN, UEFA said: “Working alongside Arsenal FC, UEFA sought and received assurances regarding the player’s safety in Azerbaijan from the highest authorities in the country.
“As a result of these guarantees, a comprehensive security plan was developed and given to the club.
“While the club acknowledges the efforts that UEFA and the Azeri government have gone to in this matter, we respect the personal decision not to travel with the player.”
Neither the Azerbaijan Football Association nor the country’s Ministry of Foreign Affairs immediately responded to CNN’s request for comment.
It’s the second time this season that Arsenal has left the 30-year-old out of its squad for political reasons. During the group stages last year, Mkhitaryan didn’t travel with the team to play against Qarabag.
But Arsenal isn’t the only team to have left a player at home due to political tensions; Liverpool omitted Xherdan Shaqiri from its squad to face Red Star Belgrade earlier this season.
Shaqiri’s celebration when scoring for Switzerland against Serbia in the World Cup was a reference to the eagle on Albania’s flag and was perceived to be a political gesture.
Tensions between Serbia and Kosovo, where Shaqiri was born, remain high due to long-running conflicts.