The Chile international only returned to pre-season training on Tuesday following his involvement in the Confederations Cup.
Asked by Sky Sports News whether the absentees would feature against Leicester City on Friday night, Wenger said: "Overall, we will see.
"I left them all out because some are short of preparation like Alexis Sanchez.
"Mesut had a kick on his ankle which was swollen and he couldn't practise yesterday. He has a little chance to play on Friday night. Ramsey has a chance but I think he could be short as well."
Sanchez is contracted to Arsenal until the summer of 2018 and is yet to pen a new deal at the Emirates.