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.".
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.
She said the government was "far more keen" to see people watching the match outdoors if possible, rather than indoors.
Football Supporters' Association Cymru chairman Vince Alm said fans had been treated like "second-class citizens".
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.
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.
Hundreds of fans still to fly to Wales' Euro games.
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