Hickey, the 19-year-old full-back, who signed for Italian side Bologna from Hearts in 2020, is not in the squad for their Euro 2023 double-header against Turkey and Kazakhstan.
He has been a regular in Serie A this season but pulled out of the previous squad last November saying he needed a rest.
Gemmill confirmed that after a discussion with Hickey, uncapped at under-21 level, the teenager will again miss out on the home qualifier against Turkey at Tynecastle on March 25 and the away game against Kazakhstan four days later.
Gemmill said: "Of course we did check with Aaron to see if anything had changed but unfortunately it hasn't at this moment in time.
"So we have picked the squad accordingly.
"Listen, he is a young player playing in Serie A, he has got his own thoughts and we have to respect that and we move on to the players that are really important to us as well.
"We are very lucky that we have a lot of players that we can select from."
Hearts midfielder Connor Smith, currently on loan at Queen’s Park, and Hibs midfielder Josh Campbell have been included for the first time. Hibs left-back Josh Doig is also in the squad and is expected to play in Hickey’s position.
Scotland are third in Group I with four points, five behind Denmark and 14 behind leaders Belgium who have won all six of their fixtures.
The next two games will take place against the backdrop of Russia's invasion of Ukraine and asked about his appetite for football during such a perilous time, Gemmill said: "The whole world has been shocked by what's going on and concerned with what's going on.
"But at the same time the competitions and games are still going ahead, the international window is still going ahead so we have to try to focus on that and do our jobs.
"We always have to do that, obviously this is exceptional circumstances but the players are coming to play for their country, they are all motivated and I am sure the attitude of the players will be good."
After facing Turkey, the young Scots will have to take a long detour to Kazakhstan.
Gemmill said: "I understand the flight path has changed to get to Kazakhstan and obviously we are not allowed to fly over Russian airspace but UEFA have confirmed the game will go ahead.
"In terms of performance and preparation it is a long way, a big time difference so that is something that we are aware of."
Gemmill stressed the importance of the development of the players in his squad.
He said: "We are trying to be as competitive as we can but I say it all the time, a big part of this team is the development of the players.
"So that will continue. Every game we play we try to find a way to win, to be competitive, to really challenge the players tactically, make sure they get a good experience of being with us, that international experience, that extra bit in their development that clubs can't give them.”
Scotland Under 21s:
Goalkeepers: Ceiran Slicker (Manchester City), Nicky Hogarth (Nottingham Forest)
Defenders: Calvin Ramsey (Aberdeen), Harrison Ashby (West Ham United), Tom Clayton (Liverpool), Josh Doig (Hibs), Lewis Mayo (Partick Thistle, on loan from Rangers), Stephen Welsh (Celtic), Ross Graham (Dundee United).
Midfielders: Josh Campbell (Hibs), Jay Henderson (St Mirren), Connor Barron (Aberdeen), Jack Burroughs (Ross County, on loan from Coventry City), Elliot Anderson (Bristol Rovers, on loan from Newcastle United), Lewis Fiorini (Lincoln City, on loan from Manchester City), Scott High (Huddersfield Town), Ben Williamson (Raith Rovers, on loan from Rangers), Marc Leonard (Brighton & Hove Albion), Connor Smith (Queen’s Park, on loan from Hearts).
Forwards: Scott Banks (Crystal Palace), Zak Rudden (Partick Thistle), Glenn Middleton (St Johnstone, on loan from Rangers).