Arsenal: Coach Unai Emery talks ahead of the Baku final
“Of course we’re disappointed he’s not here,” Xhaka said on Tuesday.
Mkhitaryan opted against travelling because of the tense relationship between his native Armenia and Azerbaijan.
Meanwhile, Arsenal head coach Unai Emery refused to guarantee that goalkeeper Petr Cech would start in what will be his final game before retirement.
Cech won the Champions League and four Premier League titles with Wednesday's opposing side Chelsea.