Wenger however remains confident that Sanchez will stay, and clarified earlier this week that the striker had not asked to leave Arsenal.
Oxlade-Chamberlain is said to be frustrated by his contract situation in north London, with no progress made on talks concerning a new deal, with his current one expiring at the end of the 2017/18 campaign.
Sanchez is set to enter the final year of his contract with the Gunners, and has so far resisted signing a new long-term deal reportedly worth in excess of £250,000 a week.
Sanchez has not travelled with the Arsenal squad on their pre-season tour of Sydney and is now away on holiday having competed in the Confederations Cup with Chile earlier in the summer.
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And Wenger expects him to be ready for the start of the season less than a fortnight later.
Sanchez will team up with the Arsenal squad later this month ahead of the Community Shield against Chelsea in August. "My thoughts are always positive".
The midfielder was a regular starter for Bournemouth where he played on loan last season but broke his leg midway through.
"You can't tell them they are not having a holiday and must come back and continue, it's impossible".