Chelsea on the other hand thrive at home against big teams, but played a strong side midweek in the Champions League, so not all players may be 100 percent and ready to go.
Asked if Sanchez's battling qualities would be key against Chelsea, Wenger replied: "Yes, but he played at Liverpool as well". The last time they lost their opening three league away games was in 1954.
Chelsea midfielder Danny Drinkwater is expected to be out until the October worldwide break.
Eden Hazard is again on the bench as he continues to build up his fitness after summer ankle surgery.
Arsenal are likely to recall a host of first-team regulars for the short trip.
Arsene Wenger insists Arsenal's players and fans have demonstrated their love for Alexis Sanchez- and has called on the player to repay their faith with more match-winning performances, starting at Chelsea.
Chelsea take on their London rivals Arsenal in the Premier League this afternoon. Furthermore, the Gunners have not kept a clean sheet at Stamford Bridge in their last 12 visits.
Sanchez was ineffective in the 4-0 Premier League thrashing by Liverpool on his first appearance of the season before the window closed, but he scored his first goal of 2017-18 in the win over Cologne in the Europa League this week after being restricted to a late substitute appearance in the 3-0 victory over Bournemouth last weekend.
Arsenal have won just two of their last 21 away games against a member of last season's top six - a run which stretches back to the beginning of the 2013-14 season.