The Chile international reportedly had his eyes set on a reunion with former Barcelona boss Pep Guardiola, only for the plug to be pulled on deadline day after the Gunners missed out on replacement attacker Thomas Lemar.
Sanchez is said to be furious at the way the situation was handled, as he felt that a switch between clubs was certain to go through in the final hours of the summer transfer window once City's £57m bid was accepted.
Wenger is adamant that the 28-year-old will not kick up a fuss upon his return to North London, however, as he is still fully committed to the club.
"It's very difficult for me to speak about what happened because what I want the player to do now is focus on his career, on his season and on Arsenal Football Club," he told beIN Sports. "Your interest is always to perform and he is 100% committed, I have no doubt about that.
"I spoke before about integrity and values and I always make sure my commitment is at the level expected from the people who pay me and have confidence in me. I think the players' side is exactly the same."
Wenger also confirmed that a late move for France international winger Lemar fell through as the player wanted to remain in France with Monaco.