Asked about the truth of the story at his press conference this morning, Wenger replied: "No. Not at all. Everybody was of course deeply disappointed and affected but there was no incident in the dressing room apart from a huge sadness and disappointment."
The report went on to claim that Sanchez, who was pictured flying to Spain yesterday, has now decided to quit the Emirates.
"[Sanchez] has a court case in Barcelona," Wenger explained. "He will be back in training tomorrow."
Meanwhile, Wenger has confirmed that he will an announce a decision on his own future in March or April.