The Swiss side beat the Parkhead men 3-1 on aggregate in the play-offs but were thrown out by UEFA for fielding players deemed by FIFA to be ineligible due to a transfer ban, although a Swiss court had ruled in their favour.
Celtic were reinstated last Friday and took Sion's place in the group which includes Atletico Madrid, Udinese and Rennes with the Hoops' first game scheduled to take place in Spain on September 15, albeit Sion president Christian Constantin has reportedly booked flights and hotels in Madrid.
Sion's lawyer Alexandre Zen-Ruffinen insists Constantin's club will win their case as UEFA defied the decision by the Swiss court to allow the players to take part against Celtic.
He told the Daily Record: "We received the decision of UEFA on Monday morning. "Now we must obviously consider the document and then spend hours and hours to find a way to attack it.
"Ultimately we will succeed because their position is untenable.
"By rights UEFA have to comply with the laws of its own country.
"But by refusing to consider the decision of a Swiss judge, they did just the opposite.
"Specifically, those players entered the civil justice system to qualify, so it is not acceptable.
"The next few days are vital because the appeal decision must be known by next Monday so we can play the game in good condition."
A spokesman for Madrid told the Daily Record: "Right now we don't know who we are going to face in the Europa League, so we can't plan anything."