Inter Milan are in talks about taking the 30-year-old on loan, and could yet land Sanchez on a free as a reward for taking on some of his wages.
Speaking after the club's draw with Wolves on Monday, Solskjaer said: "Well, there's still a couple of weeks left of the transfer window and there is a chance [of Sanchez leaving]... some clubs have shown interest in Alexis, so we'll see what happens.
When pressed on the subject again, Solskjaer added: "Let's see what will happen for Alexis Sanchez on next few days. At the moment, he's our player."
Sanchez is believed to be undergoing a medical at Inter on Tuesday ahead of a proposed loan switch with an option to buy.