Arsenal plays Leicester City at home tomorrow in the league's season-opener.
Wenger said yesterday that Sanchez sustained an abdominal strain on Sunday - hours before Arsenal's win over Chelsea in the Community Shield at Wembley Stadium - and will be out for "two weeks or one more week".
Manchester City and Chelsea are both reported to be keen on signing Sanchez, but Arsenal is not willing to sell to a Premier League rival.
Asked about Sanchez and whether he could provide an update on the situation, Wenger said: "No".
Pushed on whether the club had received any offers for Sanchez, specifically from Paris Saint-Germain, Wenger said: 'No, I didn't speak to Nasser (Al-Khelaifi, PSG chairman).
"(PSG) are looking for (Kylian) Mbappe, that's what I read in the papers.
I was not bored, you cannot feel that in one of the prettiest stadiums there is.
"He had a scan two days ago and he's out for a while".
Wenger added: "For us Alexis Sanchez is a loss, of course".
"I felt that to lose tonight would have been bad for us because we had such good preparation and to sit there in the morning and think we had lost at home would have been awful", he said.
Arsenal have signed two players so far this summer as they prepare to try and challenge for the Premier League title this season.
'But I don't think I would have included him on Friday night. 'I have sympathy for him.
Speaking after Arsenal beat Chelsea on penalties at Wembley, Wenger revealed he was looking to trim his squad before the transfer window closes, but he said no departures were now imminent. "It looks like everywhere there is many, many players and a bit of congestion at the moment everywhere".