Wembley will host seven games at Euro 2020 after UEFA dropped Brussels as a venue because of stadium problems.
Brussels has lost the right to be a host for the tournament because of delays in the construction of the 60,000-capacity Eurostadium project on the site of Heysel.
Wembley had originally been selected to host the semi-finals and final of the competition in 2014 and will now host an additional three group games and one last-16 fixture.
UEFA selected Rome's Stadio Olimpico to be the venue for the opening game of the 24-team tournament, despite interest from Glasgow's Hampden Park.
Both Wales' Principality Stadium and Sweden's Stockholm Friend's Arena had been hoping to replace Brussels, but UEFA opted against the venues for last season's Champions League and Europa League finals.
FA Wales were left "extremely disappointed" with UEFA's announcement after failing in their bid to secure four Euro 2020 matches at the Principality Stadium in Cardiff.
The FAW statement read: "The concept of taking UEFA EURO 2020 to 13 different countries was devised to allow smaller countries, like Wales, to have a unique opportunity of being involved in staging a major tournament. Wales has never staged a EURO or World Cup Final and this was its one and only chance of doing so.
"The FAW complied with all of the bid requirements and has written to UEFA to request feedback on the decision so that it can understand the reasons behind the vote for future reference.
"The FAW wishes the FA and Wembley Stadium the very best for UEFA EURO 2020, which is sure to be a fantastic tournament."
The competition is set to be played under a new format with fixtures taking place in 12 different nations as a one-off event to celebrate the tournament's 16th anniversary.
The host pairings for the group stages were also announced on Wednesday.
Group A games will be played in Rome and Baku, while Group B games will take place in Saint Petersburg and Copenhagen.
Amsterdam and Bucharest will host games played in Group C, with London and Glasgow the venue for Group D fixtures.
Bilbao and Dublin have been paired together in Group E and Munich and Budapest will host Group F games.