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.
In a statement released on Tuesday, Arsenal said: "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". Henrikh Mkhitaryan became the victor of the Europa League Cup in Manchester United.
"We have written to Uefa expressing our deep concerns about this situation".
He has been a key figure in the Blues' run to the Europa League final, scoring 10 times in 13 outings, as well as providing three further assists.
Writing on Instagram, Mkhitaryan said: "Having considered all the current options, we had to take the tough decision for me not to travel with the squad to the Europa League Final".
In the Europa League final, to be held on May 29 in Baku, Arsenal will play against Chelsea. Go to Baku - you are safe there, if you want to play the issue then that's a different story.
UEFA have come under fire for choosing to host the final in a nation where a player's safety could not be guaranteed.
The 30-year-old former Borussia Dortmund and Manchester United midfielder has featured in 11 games to help the North London club reach a first European final since 2006.
Yet Arsenal have seemingly concluded that Mkhitaryan will not be suitably safe and have taken the hard decision to leave the 30-year-old out of the travelling squad.
"Micki will continue to be part of our preparations until we depart for Baku at the weekend". I will be cheering my teammates on!