But managing director Mike Harris believes that playing the tie at Everton's ground would be a perfect solution.
"It would probably make much more sense to play both legs in Liverpool," he said. "All of the possible options have their pros and cons but, regardless of that, I don't think Wrexham would be big enough for the tie and I'm not sure how many people would make the trip to the Millennium Stadium if we lose the first leg at Anfield.
"Wherever we play would have to be sanctioned by UEFA and the Football Association of Wales, and I think UEFA rules say that you must play in the country that you are representing, but all these rules are there to be dismantled."