Sanchez is widely expected to follow Van Persie in making the switch between the English top-flight rivals, three-and-a-half years after arriving from Barcelona in a £35m deal.
Wenger believes that the Chile international's exit is easier to take, though, as he was not one of the Gunners' home-grown players in the mould of fan favourite Van Persie, while Henrikh Mkhitaryan will also move the opposite way to further soften the blow.
"We took Van Persie when he played in the reserve team at Feyenoord. We made a long work with him," he told reporters at his weekly presser. "When you get them there and, after they leave, that is the most painful.
"Our fans know Alexis will not extend - they have accepted that idea and the fact it will not be one-way traffic. It will be other-way traffic as well and that makes the whole thing a bit smoother, maybe a bit less disappointing. We lose a player, yes, but we could gain another player. I think one would replace the other."
Van Persie joined United for £24m ahead of the 2012-13 season and played a big part in helping his new side to the Premier League title that campaign.