The club secured Haller from West Ham United in January for a record fee of £20 million.
The Ivory Coast star has scored two goals and managed four assists for the Dutch club in six league games.
But the club accidentally left him off their 25-man squad list, and are not sure if UEFA will allow them to fix their mistake.
"He is indeed not on the list, we are trying to find out what went wrong," said Ajax spokesman Miel Brinkhuis in a statement.
"We have contacted the KNVB and UEFA."
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