Arsenal beat Valencia 7-3 on aggregate to progress to the Europa League final, where they will play against Chelsea.
The game is scheduled on May 29 at Baku Olympic Stadium.
Ahead of the final, the Gunners will prepare to play against Austrian top flight side LASK Linz on Thursday at London Colney in a behind closed doors friendly.
Unai Emery sees it as an important part of his side's preparation for the EL final. The squad will then fly to Baku on Saturday.