Sanchez, a Manchester City target, can talk to other clubs tomorrow.
Wenger said: “I don't know what is going on in his head and whether he is with us short term or long term. I am not a psychologist."
Rebel Sanchez, 29, is in the final year of his Gunners contract and the Chilean star has refused to sign a new deal.
The Frenchman added: “From Monday he is free to go where he wants if it's a foreign club — but that's not my problem.
“My problem is just about trying to win the game at West Brom."