The Gunners failed to find a way through the West Ham United defence on Wednesday evening, having also been accused of profligacy against Manchester United and Southampton during their three-match winless run.
Sanchez has borne the brunt of the blame, with just four Premier League goals to his name all season, but Wenger claims that Wednesday's London Stadium stalemate was down to the team as a whole.
"In a situation like that you do not want to focus on one player, you focus more on the collective attitude of the team and keep them focused on the quality of our game," he told reporters.
"We create chances. [The goals] will come. It's difficult to say he's had a dip. He tried. It was difficult because they defended very well as well."
Sanchez, linked with a January move to Premier League leaders Manchester City, was subbed off eight minutes from time against West Ham.