Wenger remains determined to keep Sanchez at Arsenal, after he scored 30 goals in all competitions last term and says the club will not be tempted into a late-window sale.
Manchester City have always been favourites to land Sanchez, and they remain keen on securing a deal - and that had been talks over a possible exchange involving Sergio Aguero.
Alexis Sanchez is considering move to Paris Saint-Germain following phone calls with Neymar and Dani Alves.
Wenger admitted entering the new campaign without Sanchez is a blow for the Gunners but said he would not have featured against Leicester even if he had not suffered a set-back.
"Wenger's stance on the deal appears to end any interest in his "next club market".
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Now Wenger has revealed the 28-year-old will miss Friday's Premier League clash at home to Leicester as well as the trip to Stoke the following weekend.
"I don't expect them to get in touch (about Sanchez)".
Alexis Sanchez has returned to training recently but he wants to leave. He had a scan two days ago and he's out for a while I don't know is it two weeks or one more week but he will not be available. "When a player goes into the final year of their contract, we will try to extend the contract because there is no reason we shouldn't do it, but we are not there yet". "We are not open to any offers".
"Reading the papers, they seem to be going for Mbappe", he added.
"Jens is probably the only person I've met in football who is more intense than me", he said.
"Personally, I think he is a hugely talented player, he's on the way up and he will continue to move up because the potential is there", he said.