The 30-year-old was excluded from the matchday squad when Arsenal traveled to Baku earlier this season to take on Qarabag because of political tensions between Azerbaijan and his home nation, Armenia.
A day after beating Valencia in the semifinal, the Premier League outfit expressed its concern over the lack of assurances from European football's administrative body regarding the midfielder's safety.
"Assurances were sought on this matter by UEFA and Arsenal FC, with the Azerbaijan Football Association confirming that there would be no problem for the player in question to enter and stay in Azerbaijan and that all necessary security measures would be in place," UEFA told The Associated Press.
A spokesperson for Azerbaijan's Foreign Ministry, Leyla Abdullayeva, added that "many major sports events have been hosted in Azerbaijan and Armenian athletes have taken part in them."
Tensions between the nations have been ongoing over the territory of Nagorno-Karabakh, which has resulted in Azerbaijan banning Armenians from entering the country.
Mkhitaryan has scored 11 goals in all competitions this season, including five in the Europa League.