The Gunners have sought additional measures to guarantee the 30-year-old's safety amid ongoing political tensions between Azerbaijan, which will stage the showpiece match, and neighbouring Armenia, Mkhitaryan's birthplace, reports the London Evening Standard.
There are currently no diplomatic relations between the two countries due to a conflict over the disputed Nagorno-Karabakh region but Mkhitaryan will be given special dispensation to receive a visa.
Talks are ongoing between Arsenal and Uefa. A delegation from the club is in Azerbaijan on Wednesday discussing logistics for the final at Baku's Olympic Stadium with Uefa officials and counterparts from Chelsea.
Arsenal usually travel to away matches with their own private security detail but are thought to be requesting an increased presence in transit and around the team hotel in Baku to enable Mkhitaryan to move freely.