Arsenal will face Chelsea in the Europa League final in Baku Olympic Stadium on May 29.
The Gunners are unhappy about logistics and worried about whether one of their players will even be allowed to play there.
The English Premier League side also called on UEFA to explain “the criteria” it used to award hosting rights and urged it to consider “supporter logistics” in future decisions.
Ivan Gazidis, Arsenal’s then-chief executive, had been on the UEFA committee that awarded Baku the hosting rights in September 2017.
On Wednesday, Azerbaijan Sports Minister Azad Rahimov dismissed the criticism of Baku. “This is Europe and any city has a chance to host such kind of an event,” he said.
The minister added that Arsenal midfielder, Henrikh Mkhitaryan could play in the final.
“He receives all the guarantees from the government about the security, visa support, everything.”