The Chilean is expected to leave Arsenal this January, with both Manchester United and Manchester City competing for the player’s signature.
As revealed by The Independent today, those close to the deal even believe that United are now “considerable favourites”.
But with the player’s future still unresolved, Wenger has opted to leave the player back in London for his side’s trip to Bournemouth.
“He’s being vague, we have left him at home because of the situation,” Wenger told Sky Sports.
“I still don’t know what is going to happen.”
“Don’t read too much into it because even I don’t know which way it will go.”
Wenger admitted on Friday that Sanchez would not be signing a new Arsenal deal, ultimately paving the way for the 29-year-old to leave the north London club.