Sanchez in particular was in high demand, Ligue 1 side PSG were linked with a possible swoop for the Chilean, and a deadline day move to Manchester City was seemingly close to getting over the line. The England worldwide also laid on Alexandre Lacazette's strike as the Gunners got their Premier League campaign back on track.
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"It was a disappointing performance - we are not happy", he said.
Alexis Sanchez certainly hasn't had his best performances as a footballer in the last couple of matches for club and country.
"Before every game, I have a selection problem and I'm always going to have to leave top-class players out - especially offensively because we have many top strikers", Wenger told reporters.
Sanchez was booed by a section of the Arsenal fans, but Wenger has backed the forward to win over his critics quickly.
"We will take it seriously, but as I said, the priority is to focus on the Premier League and as well to manage to combine the two until December and at least qualify".
"I think the fans are behind the team and the team performed well".
"I had a chat with him after the game, he didn't look unhappy".
ARSENAL (3-4-3): Cech 6; Koscielny 7, Mustafi 7, Monreal 7; Bellerin 6, Xhaka 7, Ramsey 7 (Coquelin 67, 6), Kolasinac 7; Ozil 7, Lacazette 7 (Giroud 75), WELBECK 8 (Sanchez 75).
Next up for Arsenal is their opening Europa League fixture against Bundesliga outfit Cologne.
And the Frenchman admits Jack Wilshere could make his long-awaited return to the Arsenal first-team for Thursday's game. "Now that Francis is out he has a chance".