Wales and Denmark fans will be unable to travel to Amsterdam for their Euro 2020 match in the Netherlands.
Wales' health minister, Eluned Morgan, said police in Amsterdam had said they would not be "letting Welsh fans into the country."
The Netherlands is on the UK's amber list, meaning travel is not advised, while the UK and Denmark are not on the Netherlands' safe country list.
The last 16 match will be held in the Dutch city on Saturday.
Speaking at Monday's Welsh government coronavirus briefing, Baroness Morgan said: "We have had some guidance from the police in Amsterdam who have told us that they will not be letting Welsh fans into the country.
"And so that means that we would encourage you of course to stay here and watch the matches carefully.
"If local authorities come forward and ask us for the setting up of fan zones, then of course we will as a government consider that and publish guidelines for how that could be done in a safe way."
She said the government was "far more keen" to see people watching the match outdoors if possible, rather than indoors.
"If we can do that in a controlled setting, then that would be much better than people going into other people's homes."
Football Supporters' Association Cymru chairman Vince Alm said fans had been treated like "second-class citizens".
"It's very, very disappointing that we weren't made aware of this at the start of the competition," Mr AIm said.
"I think Uefa should have looked at these venues and made sure there was a level playing field."
First Minister Mark Drakeford previously urged Wales fans not to travel to Wales' group games in Azerbaijan and Italy.
Baroness Morgan added she watched scenes of football fans mixing in England "with horror" at the weekend.
England and Scotland fans gathered in spots in London, including Leicester Square.
"I was watching those scenes with horror on the weekend seeing quite so many people mix in some parts of England," she said.
"We want to avoid that if we can, and that's why we will consider proposals from local authorities for fan zones that can be safely regulated."
A few hundred Wales fans did travel to Baku in Azerbaijan and Rome in Italy, where group games were held, despite them being on the amber list.
Italy has since introduced a five-day quarantine to travellers from the UK.
If Wales win their last 16 match, they will return to Baku for the quarter finals on 3 July.
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