Wenger is convinced his Chilean striker will see out the final year of his contract — despite his teammates believing he will end up Manchester City.
He revealed: “I have spoken through text and it was very positive.
“My thoughts are always positive. There’s not a lot to resolve at the moment with the player.”
Sanchez, 28, is on holiday after playing in the Confederations Cup while Arsenal are on pre-season tour in Australia.
But Sanchez will return to training at the end of the month.
And Wenger expects him to be ready for the start of the season less than a fortnight later.
He said: “Players like Alexis Sanchez played the whole season, finished the season really tired and went off to play in the Confederations Cup.
“You can’t tell them they are not having a holiday and must come back and continue, it’s impossible.
“Usually you need three weeks but they will have a programme and can be involved after one week to ten days, and play a part in games.”