"I will always play a team that has a good chance to win the next game", Wenger added.
"That's what I read in the papers and on my side I had no contact at all with Paris Saint-Germain [about Sanchez]".
The Chile forward missed pre-season after being granted extra time off following the Confederations Cup and has been ruled out of Friday's game due to an abdominal strain.More news: Central Intelligence Agency chief says 'nothing imminent' in US-N.Korea standoff
But Wenger said he had not heard from PSG president Nasser Al-Khelaifi and referred to French media reports suggesting PSG are more interested in signing Monaco's Kylian Mbappe.
Chelsea lost friendlies to Bayern Munich and Inter Milan, and were defeated on penalties by Arsenal in Sunday's FA Community Shield.
The 26-year-old moved to the Emirates from Lyon in July for a record fee of over £45 million. "This league is the best and I think he could be one of the best in this league". Gabriel and Santi Cazorla are definitely out.
"It's a long time I didn't speak to Nasser, because it's certainly very busy to complete the transfer of Neymar", Wenger told a press conference at Arsenal's London Colney base.More news: Latin America rejects USA military threat in Venezuela
The BT Sport pundit was interviewed by the Premier League's official website and provided his views on a number of topics such as the race for top four, the surprise package, the young player to watch and new signings.
"He is normally a wing-back, full-back but he can as well play as a centre-back".
It is no coincidence that City's two title-winning campaigns have come in years where Kompany has largely avoided injuries, and his performances in the 2011-12 season - when City clinched their first top-flight crown for 44 years - were particularly memorable.
"The game does not tolerate as many weaknesses as it did 20 years ago".More news: Fargo Public Library to host two solar eclipse events
Wantaway midfielder Riyad Mahrez is expected to start for Leicester, despite publicly expressing his desire to leave the club at the end of last season.
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