"I felt that to lose tonight would have been bad for us because we had such good preparation and to sit there in the morning and think we had lost at home would have been awful", he said.
Wenger eventually signed a new two-year contract extension at the end of the season, but the damage had been done with the Gunners missing out on top four for the first time in 20 years.
And he remains one of Arsenal's most important players, capable of turning a game on its head with a single moment of inspiration.
Wenger has of course repeatedly stated that Sanchez will stay at Arsenal this season and said the Chilean forward "has to respect that decision" but is something else going on here?
Arsene Wenger has remained adamant so far this summer that Sanchez will not be sold.
Aside from Sanchez, Mesut Ozil, Aaron Ramsey, Per Mertesacker and Shkodran Mustafi are all doubts while Gabriel Paulista and Santi Cazorla are longer-term absentees.
Wenger is keen for his team to make a strong start and banish memories of last season, when they lost their opening game 4-3 to Liverpool at the Emirates Stadium. "No, I don't think they are".
Arsenal begin the Premier League campaign with a home fixture against Leicester at the Emirates on Friday and Wenger is happy with how pre-season has gone.
Wenger led Arsenal to Community Shield success against Chelsea on Sunday, but a return to Premier League action sees the Frenchman limited by familiar fitness concerns.
The leader of "Arsenal" Alexis Sanchez could become the highest paid player in the English Premier League.
"I will focus more on the players who had the right number of competitive minutes in recent weeks".