The Gunners ended the Premier League season in poor form to finish fifth, two points below the Blues, and they fell well short in the two domestic cup competitions.
However, victory in Baku in midweek will earn Arsenal - beaten semi-finalists last season - some silverware and give them a direct route into next season's Champions League.
Here, Sports Mole looks at how Emery could set out his team for this high-profile clash.
The big team news as far as Arsenal are concerned is that Armenian midfielder Mkhitaryan, who has featured 11 times in the Europa League this season, will not be considered for selection because of political reasons.
Ramsey has already played his final game for the Gunners because of a thigh strain sustained against Napoli in the quarter-finals, meanwhile, and there will also be no Bellerin, Holding or Suarez.
Emery has yet to rule out Welbeck, but the English striker - due to become a free agent in a month's time - has not played since November and is almost certain to miss out on a farewell appearance.
One man who will be given an emotional send-off is Petr Cech, who will play his final game in professional football on Wednesday against his former club, assuming Emery opts against recalling Bernd Leno.
Arsenal's last eight Europa League goals have been scored by either Pierre-Emerick Aubameyang (four) or Alexandre Lacazette (four), and they should be the first names on the teamsheet here.
Mesut Ozil has been in and out of the side this season, but he has impressed behind the strike duo in European competition and he is favourite to retain his place in the absence of Ramsey and Mkhitaryan.