Following the Gunners' 4-3 victory over Leicester City in their Premier League opener, the Arsenal boss delivered his update on the Chile worldwide after the attacker was seen watching his team from the stands.
Sanchez, who will miss Arsenal's opening Premier League match of the season against Leicester on Friday after suffering an abdominal strain in training, has been reportedly linked with a move away from the Emirates during the summer transfer window, with PSG and Manchester City potential suitors.
The French manager, who recently extended his deal with the club for a further two years, was asked whether there was an update on the striker's situation.
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. "He had a scan two days ago and he's out for a while", the Guardian quoted Wenger as saying.
Wenger added: "For us Alexis Sanchez is a loss, of course".
"I can't tell you that at the moment", he said.
Sanchez isn't the only injury worry for Wenger going into the season-opener against the Foxes with Mesut Ozil (ankle), Aaron Ramsey (calf) and Shkodran Mustafi (fitness) all doubts. "We have all the other players prepared in preseason and they are all ready".
Arsenal rejected a £25m bid from Chelsea for Oxlade-Chamberlain this week, but Stamford Bridge boss Antonio Conte is determined to strengthen his squad before the transfer deadline. But do I feel sorry for Chelsea because they don't have enough players? No'. "I believe he will be a very great player". "I just think we are not open - what I said to you many times - to any offers, anyway".