Arsenal defender Sokratis Papastathopoulos says his side need to win the Europa League next week for team-mate Henrikh Mkhitaryan.
The Armenia international has decided to miss the final in Azerbaijan due to poor diplomatic relations between the two countries.
The decision to host the final in Baku has been heavily criticised, with fans of both Arsenal and Chelsea struggling to attend the match.
Azerbaijan’s UK ambassador assured the former Borussia Dortmund man he would be safe, but he has decided not to travel after discussing the prospect with his family.
Unai Emery says his team will miss his attacking presence and Sokratis has urged the squad to lift the trophy for the Armenian.
He told Sky Sports: “Of course it’s a big loss for us. We are very sad and now we have to win for him. “We have to go (there) and play our game.
To believe we can do it and I think if we give 100 per cent and have a good day, and also luck, because in one game anything can happen (then) we can do it.
“They have very good players (and) a good manager. We respect (them) but after we plan to play our game. To play our game, to create our chances, to be focused, to defend well.
“To play altogether and in the end to win the game – it’s difficult for us, but it’s also difficult for them.”
Chelsea remain 2.38 favourites with the draw 3.30, while Arsenal are 3.10 for the final that takes place on Wednesday evening.