The game takes place against the backdrop of Monday's attack at a concert in Manchester in which 22 people died and many more were injured.
The final will be preceded by a minute's silence and UEFA has said that the opening ceremony will be scaled back as a mark of respect for the victims.
The attack, however, was not a major topic of conversation among the supporters who have travelled to Stockholm.
There was a large but unobtrusive police presence in the city but fears of fan-related violence proved to be unfounded, with supporters of both clubs drinking together on the terraces of bars in the city's Old Town.
With bright sunshine and temperatures of over 20 degrees, beer gardens across the city were doing a brisk lunchtime trade as fans dressed in team colours arrived in a steady stream.
At the Mall of Scandinavia, a shopping centre located next to the Friends Arena, weary Ajax fans were seen climbing out of Dutch-registered cars after the long drive from the Netherlands before changing into soccer shirts and heading for the bars.
Police officers on motorcycles were observed at junctions leading to the arena, but there was no evidence of metal detectors or other security systems.
Despite the good atmosphere, there is no doubt Monday's attack has cast a shadow over one of the biggest dates in the football calendar.
"Of course this won't be the party they had imagined," Swedish FA head of security Martin Fredman told Reuters.
"The match has to be played and we will do it in as good a way as possible, but with a lot of respect, especially for Manchester, and I'm sure Ajax will join in in those parts."
(Additional reporting by Zoran Miloslavjevic, editing by Ed Osmond)
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