The Gunners play at the Olympic Stadium in the capital city Baku, which will also host the tournament’s final next May, but may be without Mkhitaryan due to continuing tensions between Armenia and Azerbaijan.
Hostility remains over the disputed Nagorno Karabakh region, where a ceasefire was declared in 1994 after fighting erupted several years earlier.
Arsenal may leave Henrikh Mkhitaryan at home for their Europa League trip to Azerbaijan
Those issues meant Mkhitaryan did not travel with Borussia Dortmund to a Europa League game against Gabala in October 2015, with the German club’s chief executive Hans-Joachim Watzke citing ‘safety concerns’.
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There was no official confirmation from Arsenal on the matter on Monday.
After the August 31 draw, Arsenal said they would make a decision after talking to the player, signed from Manchester United in January.
He might not travel for Thursday’s game due to tensions between Armenia and Azerbaijan
Mkhitaryan did not travel with Borussia Dortmund for a Europa League tie with Gabala in 2015
Arsenal said: ‘Safety and security of all our players and staff is always a top priority. We will be looking into this situation, talk to the player and make a decision after that.’
Arsenal won their opening game against Vorskla of Ukraine, with Mkhitaryan playing the full match, while Qarabag lost at Sporting.
Unai Emery’s side will be seeking an eighth successive win after Saturday’s Premier League victory over Watford.
The Gunners’ next Premier League match is at Fulham on Sunday.