Wenger said: said: "He's been vague at the moment, his situation is not decided one way or the other so I left him at home".
Sanchez has always been linked with Manchester City, which would mean a reunion with his former Barcelona boss Pep Guardiola, but reports emerged on Thursday that Manchester United were also interested.
Mourinho's United are understood to have thrown their hat into the ring, bidding around 25 million to trump City's 20 million offer as they seek to bolster their forward options and deny their bitter rivals.
Despite United's interest Sanchez, sources have told us that City remain confident they will land the Chilean - due to the fact he has previously shunned the likes of Bayern Munich, Juventus and Paris Saint Germain, insisting he wanted to move to the Etihad.
According to the Daily Express, Malcom is not the only player who prefers a move to the Gunners over their Premier League rivals. As a manager, you have a lot of things to deal with, and you have to choose which one you want to be focused on.
"You might think his behaviour this season has been petulant, selfish, arrogant; but to me that suggests he's a frustrated victor who is desperate for trophies", Parker said.
Alexis looked certain to join former manager Guardiola at the Etihad this month as the two clubs negotiated details of a move, though Jose Mourinho's interest in the attacker has made the decision a slightly more hard one for the Arsenal man.
"Apart from that, (he's an) Arsenal player, I feel I shouldn't say much more than this".
I don't want to give you wrong information.
"They're both back for us on the training pitch so we're pleased with that but we'll have to make a late decision on whether they will play". Arsenal will bank more cash and have a decent player in Mkhitaryan who can help compensate the loss of Sanchez and likely departure of Mesut Ozil in July.
"In the big clubs you have a choice: you reduce the number of players and you increase the wages, trying to fight with the massive clubs", Wenger said.
"Sanchez is an exceptional football player, a world-class player and, if that happens [he is sold], we have to find a different balance in the team". They are also the best placed EPL side to win the Champions League.