The French coach admitted that the Chilean's transfer saga created uncertainty within the squad and took away some of their focus in recent weeks. Sanchez became Arsenal's fourth overall transfer in January following the arrival of Konstantinos Mavropanos and the departures of Theo Walcott and Francis Coquelin.
Arsenal beat Chelsea on Wednesday (24 January) to book their place in the final of the Carabao Cup. It was their second consecutive win following their 4-1 demolition of Crystal Palace in the Premier League on Saturday (20 January).
The Gunners have struggled in 2018, and the win over Chelsea was only their second in five games which included a loss to Bournemouth in the league and a disappointing exit from the FA Cup at the hands of Nottingham Forest.
Wenger said a sense of relief has descended on the squad following the Chilean's departure and is hoping that all the players can now give a little bit extra to compensate for the loss of a quality player and focus more on their performances on the pitch rather than the uncertainty off it.
"Uncertainty [has gone]," Wenger said after Arsenal's 2-1 win over the Blues, as quoted by Sport24.
"We lost a great player, but of course it's true that when the team doesn't know what's going on, there's less clarity and less focus on performances.
"Now we know that we have to deal with that and we can get on by giving everyone a little bit more," the French coach explained.
Wenger also reserved special praise for Nacho Monreal following the game against Chelsea and labelled the Spaniard a "silent leader" after his performances on Wednesday night. The 31-year-old left-back was involved in the goal that pulled Arsenal level after Eden Hazard had given the Blues the lead
Monreal has been one of the most consistent performers this season with valuable contributons in defence and attack. Wenger believes despite his silent nature, he is one of the leaders in the team who leads by example without saying too much.
"For me he gets very much credit, but maybe there's a bit less focus on him because he is not a candidate for the English national team and doesn't make many statements or maybe not enough on social networks," Wenger said, as quoted by Arsenal's official site.
"But our job is about performance and I like the world of silent leaders and that is when people come, they perform, they don't talk, they go home and they come in the next morning, train well and then the next day they do it again. They are the real leaders in the teams."