Alves and Sanchez were on opposite sides in Sao Paulo on Tuesday night (10 October) as a 3-0 win for already-qualified Brazil over Chile - plus a late equaliser from Peru's Paolo Guerrero against Colombia - saw the reigning Copa America champions miss out on qualification for their third successive World Cup.
The Frenchman told reporters: "I will have to speak to him".
However, this week has seen suggestions a January move could be possible, with Manchester City still interested after their strong summer attempts failed. Yesterday, I watched the whole game and I must say he got some special treatment.More news: Carmakers hit in Japan steel scandal
Sanchez is into the final 12 months of his contract, and is heavily expected to move on before next season, and the prospect of the World Cup next summer could have been enough to keep him concentrated on his football, but I fear his priority could turn to seeking out his new club instead. He is a victor and wants to focus on winning things.
To make matters worse, Chile didn't qualify partially as a result of a mistake by Sanchez's Arsenal team-mate David Ospina. However, disaster struck when Peru were awarded an indirect free kick.
"From what I'm seeing and the way he's reacting with the team at the moment, looking in from the outside, I don't think he's sulking".More news: Singleton truck crash: Driver of alleged stolen semi-trailer refused bail
"I always said that the fact we didn't sign an agreement doesn't mean that the player will leave". Ospina managed to palm the ball into his own net, giving Peru a vital point in their hunt for a 2018 World Cup spot.
On his England chances, Wenger added: 'You have plenty of good players but he is more of a No 10 than anyone else.More news: Kenya high court says minor candidate can contest presidential re-run
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