The Gunners lost the first leg in Spain 2-1 and go into the match at Emirates Stadium hoping to complete a comeback.
Arsenal are without Dani Ceballos on Thursday as he is suspended following a red card in the first leg.
It leaves them short in midfield as Granit Xhaka has had to fill in at left-back due to Tierney being out injured.
The Scot’s return would allow Xhaka to shift back into midfield and partner Thomas Partey against Villarreal.
In defence, David Luiz is pushing to be fit after injuring his hamstring against Newcastle on Sunday. If he is out, Arteta may opt to stick with Pablo Mari and Rob Holding – given the pair usually play well together.
Arsenal likely XI: Leno; Chambers, Holding, Mari, Tierney; Partey, Xhaka; Saka, Odegaard, Pepe; Aubameyang.
Thursday 8.00pm GMT, BT Sport
Arsenal squad from: Leno, Ryan; Bellerin, Cedric, Chambers, Gabriel, Holding, Luiz, Mari, Tierney; Elneny, Odegaard, Partey, Saka, Smith Rowe, Xhaka; Aubameyang, Balogun, Lacazette, Martinelli, Nelson, Nketiah, Pepe and Willian.
Doubts: Lacazette (hamstring), Luiz, (hamstring) Tierney (knee)