Rumours persist that Sanchez will leave before the window closes, with Wenger suggesting he will also miss the trip to Stoke next weekend.
Sanchez's last game was the Confederations Cup final for Chile on July 2 and he was given an extended summer break. 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.
Sanchez is out of contract at the end of 2017-18 and has been linked with French giants Paris Saint-Germain and Premier League rivals Manchester City, but Arsenal insist the 28-year-old will not be sold.
But Wenger says his striker remains concentrated on matters at the Emirates Stadium.
1 killed, driver arrested in Charlottesville
Demonstrators are still staging rallies around the city, and reports say a vehicle crashed into a group of protesters. The Associated Press confirmed that the driver has been arrested.
"It is a relief and I believe as well a reminder to the players that they have hurdles on the way and that we can get round it, like tonight so that is quite positive".
Arsene Wenger has told SFR Sport that Arsenal have the "firm intention" of not selling Alexis Sanchez this summer but he is "not super optimistic" of keeping him beyond this season.
Sanchez, whose current deal expires in 2018, did not play in Arsenal's victory over Chelsea in the Community Shield on Sunday.
The Gunners could be without Aaron Ramsey, Mesut Ozil and captain Per Mertesacker against Leicester, with the defence set to be a makeshit affair as Laurent Koscielny is suspended.
Undermining Wenger's quest for harmony is the uncertainty surrounding several first-team players. "I have players coming back who have not played like [Shkodran] Mustafi and Sanchez".