And Wenger also said that Sanchez needs to ensure his performances are up to the expected level, after he was part of the humiliating 4-0 defeat at Liverpool prior to the transfer window.
The Chile global was linked with Pep Guardiola's side throughout the transfer window and was reportedly the subject of at least two offers on deadline day.
Arsenal last won a Premier League away game against a side that finished in the top six last season, back in January 2015 (2-0 at Man City) - they've since lost eight and drawn five of their 13 matches on the road against these clubs.
"We love Alexis", the Daily Mail quoted him as saying. 'You know he is a special character but we all love him. I think they should be alright.
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Asked if Sanchez's battling qualities would be key against Chelsea, Wenger replied: "Yes, but he played at Liverpool as well".
"We lose all together and win all together", he added.
If Arsenal come to Stamford Bridge looking for a fight, then we could be in for one of the games of the season, and may just walk away with all three points. That's everyone who comes on or who starts is giving 100 percent. We were not sharp physically'.
However, the manager was unsure if the Chilean will start at Chelsea despite being confident that three days is sufficient for the players to recover. It was special circumstances and you have to take that into consideration.
"You learn from defeats and during the season every team will have a bad patch and bad games". In one game, it's like that: the judgement is definite and permanent. "We can do something about that".
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