The Armenian star could not travel because of tensions between his native country and Azerbaijan.
Ahead of the game at the Baku Olympic Stadium, Gunners fans were filmed chanting his name in support.
An Arsenal fan wrote: “Here’s to Mkhitaryan, Arsenal loves you more than you know.”
The forward then spotted the video online before sharing it on Twitter.
He wrote: “Much love to Arsenal fans.”
He also shared emojis of a love heart and prayer.
The build-up to the game was marred by controversy, with fans having to travel over 2,000 miles for the clash.
Fans were also warned that nightclubs were populated by “mostly men and prostitutes”.