The trio are all in the last 12 months of their respective contracts at the Emirates Stadium, with Sanchez in particular believed to be pining for a move away.
When asked by beIN Sports whether he stood firm on the Chilean remaining at Arsenal this summer, Wenger replied: "Of course.
"It's difficult to say [players are getting] 'power back'. I just think it looks unusual to the media sometimes that clubs want contracts to be respected. For me, it looks logical so I am amazed that you are amazed because it looks normal.
"If I sign a contract, I respect it. Of course if a club releases me it's normal that I can go somewhere else. I know when I signed for two years at Arsenal, it's a contract and I have to respect it.
"We always wanted to keep Sanchez and we always hope, even now, that we can extend the contracts of Sanchez, Chamberlain, Ozil."
Sanchez is believed to be on the radar of Manchester City, Barcelona and Paris Saint-Germain, while Oxlade-Chamberlain is understood to be a target for Chelsea.