That is their worst record at the start of a season since 1986, but ahead of Saturday's game at unbeaten Leicester Wenger appeared unconcerned by Sanchez's drought.
"I think I played him very early before he was completely fit, physically, that is one explanation," he said.
"The second is that every player who has won a big trophy with the national team takes some while to settle and come back to his best. These are the two main explanations for me.
"Physically he is not completely ready, coming out of a big achievement and that takes time. I don't worry for Alexis Sanchez. Even when he doesn't score he is still a major threat for everybody and I am confident he will score very soon."
Sanchez started on the bench on Wednesday as Arsenal ended a two-game losing run with victory at Tottenham in the Capital One Cup.
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