The Premier League outfit head into the game knowing that they must win to secure a spot in next season's Champions League, but despite acknowledging the magnitude of the fixture, the Armenian playmaker insists that he is feeling no nerves ahead of the trip to Stockholm.
The 28-year-old told Sky Sports News: "It's going to be one of the most important games in my life. I don't want to lose this opportunity. I am only thinking of winning that game, I know we are able to win, and I know it will be a big pleasure to win it.
"If we are going to win the Europa League final it will be an amazing season for us, because have already won two trophies, and this one would be the third one.
"I will not be nervous because I'm not a kid anymore. I know how to handle the pressure, how to get ready for that game, just play my game and be myself."
Mkhitaryan has scored five goals in 10 appearances in Europe this season.