The results mean the clubs - which are now separated by four points in the Premier League - will play each other in the final of the Europa League on 29 May at the Olympic Stadium in Baku, Azerbaijan.
And although Gameiro grabbed another back for the Spaniards, Aubameyang's final two goals ensured Europa League specialist Unai Emery will be in Baku after a 7-3 aggregate victory.
Chelsea romped through the opening three rounds of the knockout stages en route to a dramatic penalty shootout win over Eintracht Frankfurt after both legs of their gruelling semi-final ended in 1-1 draws.
Mills believes Chelsea's biggest challenge will be filling the void of the 28-year-old who has 16 Premier League goals this season.
Gameiro converted Rodrigo's mis-hit shot just before the hour to set up a possible grandstand finish, but Aubameyang soon restored Arsenal's lead before completing his treble two minutes from time to book their first European final since they lost the 2006 Champions League final to Barcelona. The club described as "disappointing" the allocation for the 68,700-capacity Olympic Stadium in Azerbaijan's capital.
"We played 61 matches, so it's very hard", Sarri admitted.
"If it's my last game I will try to do everything for this club to win a trophy", Hazard told BT Sport.
The lively semi-final contest finished 1-1 after the sides had produced the same scoreline in Frankfurt a week ago.
Sead Kolasinac is another player who could come back into the starting lineup, alongside fellow wing-back Ainsley Maitland-Niles, who was also missing from the last game through suspension.
"We are in this competition with that opportunity tomorrow", Emery said during his pre-match press conference.
"Lacazette is a top striker and he can score at any moment, but on Thursday we are going to try and stop him", he added. "To get into the League Cup final [in February], we had to play Liverpool and Tottenham and then played the best team in Europe, Manchester City".