The midfielder could not play in the final due to ongoing political tension between his homeland Armenia and hosts Azerbaijan.
Speaking after Sunday's final match-day win over Burnley, Emery said: Gunners boss Emery said: "One is a political issue and I don't know really know the solution.
"We want to play with him and against Burnley he worked very well
"We will do all possible to have every player and him. But I don't know how this is really a possibility with him and the political issues.
"It is not in my hands and I don't understand what is the situation.
"The problem is with the two countries. We will do all we can but it is not the only issue."