Sanchez, who is yet to sign a new deal with the Gunners, reportedly avoided a handshake with Wenger before the squad continued their preparations for Thursday's Europa League tie against Red Star Belgrade.
Meanwhile, Arsenal legend Robert Pires believes playmaker Ozil gives off 'the impression he's annoyed at Arsenal'. The former winger pointed out his recent lack of desire, claiming it is down to the low calibre of players around him.
'Ozil is a warrior who wants to win something, and currently he makes the impression that he's annoyed Arsenal have not assembled a squad which can win something,' Pires told 'ESPN'.
'They only spent money on Alexandre Lacazette. That's not enough to compete for the top spots.'
Arsenal will be looking to bounce back from their shock defeat at Watford on Saturday with a win over Red Star Belgrade tomorrow evening.