It's little wonder some of Europe's elite might look to poach the Chile global after Arsenal finished fifth in the Premier League last season.
Sanchez has an abdominal strain and Wenger says he is likely to be "out for a while", ruling him out for the first two games against Leicester City this Friday and Stoke next week.
Arsenal have refused to consider selling the forward, who hit 24 goals in 38 league games last term, a tally bettered only by Harry Kane and Romelu Lukaku in the English top flight.
Pushed on whether the club had received any offers for Sanchez, specifically from Paris Saint-Germain, Wenger said: 'No, I didn't speak to Nasser (Al-Khelaifi, PSG chairman).
"He has a little abdominal strain that he caught on Sunday morning in training, before he came to Wembley (for last Sunday's Community Shield)", Wenger said.
"The biggest worry is Manchester City and that's the problem. I think if you read the French papers, they are on Mbappe's case to finish their transfer market".
Bryce Harper injures left knee, leaves game
Harper was replaced by Andrew Stevenson , who took over in center field with Brian Goodwin moving to right. This latest injury could put a damper on the impressive season and create trouble for the Nationals .
For us Alexis Sanchez is a loss, of course. "But all the other players prepared in preseason and are ready", Wenger said.
Wenger also dismissed Chelsea's reported interest in Alex Oxlade-Chamberlain, saying he is still firmly in his first-team plans.
Wenger would rather add players than lose them at this time due to activities from rivals. 'I have sympathy for him.
I was not bored, you cannot feel that in one of the prettiest stadiums there is.
Speaking after Arsenal beat Chelsea on penalties at Wembley, Wenger revealed he was looking to trim his squad before the transfer window closes, but he said no departures were now imminent.
"I will focus more on the players who had the right number of competitive minutes in recent weeks".