The European Youth Olympics Festival (EYOF) has become a rare opportunity for the two cities, divided along ethnic lines, to find common ground.
Turkish President Recep Tayyip Erdoğan will also hold a rally in Sarajevo ahead of elections in Turkey.
Roma striker Edin Džeko is idolised all over Bosnia.
Most of the migrants are trying to reach Croatia en route to Western Europe.
After it was destroyed in the Bosnian War, Sarajevo's cable car has resumed operations.
Thousands of Bosnians flock to site of local legendary miracle from 500 years ago in Prusac in Bosnia and Herzegovina.