On Tuesday, Mkhitaryan stated that he will not be travelling to Baku with the rest of his teammates despite the assurance of his safety by Uefa .
Armenia and Azerbaijan currently have no diplomatic relations amid political tensions between both countries over the disputed Nagorno-Karabakh mountains.
Aubameyang believes that this problem will motivate the Gunners to win their first European title since 1994 when they battle Chelsea on May 29.
“We know it is a big shame but we respect his decision," Aubameyang was quoted by the Evening Standard .
"It is not easy for him to go there because of political problems. It is a big shame but now we have one more motivation to win.
“Everybody here wants to be back in the Champions League. That’s been the target since the beginning of the season.”
Aubameyang has scored 31 goals in 50 appearances across all competitions this season.
The Gabon international will hope to add to his tally against Maurizio Sarri's men as he aims to end his first full season at the Gunners with silverware.