The Gunners ran riot against Valencia in the second leg thanks to a brilliant hat-trick from Pierre-Emerick Aubameyang on Thursday.
Arsenal were the deserved winners over the two legs, with an aggregate scoreline of 7-3, and they will now travel to Baku to take on London rivals Chelsea.
Unai Emery will be hoping to get his hands on his fourth Europa League title but the Spaniard could potentially be without one of his star players.
Henrikh Mkhitaryan could allegedly miss the trip to the final due to ongoing diplomatic issues between Azerbaijan and his home country Armenia.
The former Manchester United man even missed Arsenal's game away to Qarabag earlier in the season for the same reason. The Armenian was guaranteed a visa by UEFA in 2015 when his former side Borussia Dortmund took on Gabala but he decided against making the trip.
Mkhitaryan will have to apply to the Azerbaijani government for a permit but safety reasons could again prompt him to go against the decision.
Mkhitaryan hasn't started Arsenal's last six games in the competition and that is unlikely to change after Mesut Ozil's performance against Valencia on Thursday.
However, the 30-year-old has been Emery's go-to option from the bench which could not be possible for the big game at the end of the month.
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