BATE Borisov of Belarus were the next side drawn into Group L with Hungarian side Vidi, the final team drawn.
There has been diplomatic tensions between Azerbaijan and Armenia over the Nagorno-Karabakh territory, with a ceasefire declared in 1994 after fighting erupted several years earlier.
Qarabag of Azerbaijan and Vorskla of Ukraine also make up a relatively favourable group for Unai Emery's side.
Back in 2015 when Mkhitaryan was with Borussia Dortmund, he had to again stay back in Germany for a Europa League tie against Gabala, another Azerbaijan side, because of security concerns.
Scottish champions Celtic are in pot two, having been knocked out in the Champions League third qualifying round by AEK Athens and then got past Lithuania's Suduva in their Europa League qualifying play-off.
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Salzburg and Leipzig, which share close ties with energy drink Red Bull, were drawn together in a group with Celtic and Rosenborg.
Ex-Eagle global, Victor Moses' Chelsea were handed an easy draw in L alongside Greece club PAOK, BATE Borisov of Belarus and Hungarian club, Vidi FC.
In relation to the situation surrounding Mkhitaryan, UEFA said in a statement to Press Association Sport: "It is a standard procedure for UEFA to send letters of support to associations, clubs or embassies in order to obtain visas for players in order to be able to travel to another country and play in UEFA competition matches". The club spent more than $200 million on players previous year under new Chinese owners and failed to comply with UEFA rules monitoring transfer fees and wages.
Rangers, a fourth seed, face a tough task progressing on their return to Europe against Villarreal, Rapid Vienna and Spartak Moscow.