Mkhitaryan was at the centre of a controversy ahead of the 2019 UEFA Europa League Final in Baku, Azerbaijan between Arsenal and Chelsea; Armenia and Azerbaijan do not have international relations and people of Armenian descent are forbidden entry to Azerbaijan without prior formal authorisation. He was promised guarantees of security, but did not travel over safety fears. Mkhitaryan and Arsenal ultimately decided that he would not travel with the squad to the final match, as he previously opted twice not to travel to Azerbaijan, the first was in 2015 to play for Borussia Dortmund against Gabala, and the second was in 2018 for Arsenal against Qarabağ.