Chile forward Sanchez appeared destined to make the switch to the Etihad Stadium in the close-season, but a deal failed to materialise reportedly because Arsenal could not land Monaco's Thomas Lemar as a replacement.
The long-term future of Sanchez remains shrouded in doubt with the 28-year-old out of contract at the end of the season.
But Wenger says Sanchez's mind will be fully on the task at hand when the Gunners travel north on Sunday.
"I don't see why it will be different against Man City," Wenger said.
The Frenchman was also in little mood to discuss rumours he was interested in a swap deal involving Raheem Sterling, replying: "The transfer window is closed, that's not really an important subject."
Arsenal head to City nine points adrift of the unbeaten leaders, but having responded well to a costly loss at Watford with back-to-back league wins, and Wenger says his side will not "hide" against a free-scoring City team.
"We have an opportunity to show we can deal with these games, and I am sure we can.
"We have to prepare with clarity and focus, and give the maximum on Sunday.
"We will try to play our game. We will not hide. You want to defend well and cannot only be focused on defending. We want to play and have the ball and create dangerous situations.
"Sometimes the best way to defend is to attack. You have to rate the risk if you want to play football. That's part of the game. Is it a bigger risk only to defend if a team is very strong when they attack?
"You can win with any style, that's what makes football interesting. As long as you're strong in the style you want to play."