However, the Gunners were reluctant to end up empty-handed, and United proposed a swap deal with Henrikh Mkhitaryan.
"As long as it is not over the line, you can not say it will happen".
Sanchez, 29, was pictured arriving at Carrington training ground for his medical on Sunday and the move is expected to be complete within the next 48 hours.
Palace midfielder Yohan Cabaye was taken off on a stretcher in the closing stages. "But in 30 years of doing transfers, you learn a lot about human beings".
Sanchez and United settled on terms earlier in the week, but were forced to wait for Mkhitaryan to agree to join Arsenal.
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This being said, United fans are hoping that the imminent signing of Sanchez is a statement of intent and Mourinho's latest comments might offer United supporters some optimism. After that, I accept that because we accepted that we would let him go.
"That's why it takes longer as well because it has to be co-ordinated".
Sky Sports News showed Armenian worldwide Mkhitaryan, also 29, at a central London hotel on Saturday evening alongside agent Mino Raiola ahead of his expected move. Wenger joked that while he had been tempted to select Sanchez, the logistics of transfers made his inclusion more hard.
Sanchez may play a part in United's FA Cup fourth round game against Yeovil on Friday, with sales of the No.7 jersey he is set to inherit when his move his confirmed likely to become the big shirt seller if 2018.
"In my time at Barcelona, my time at Bayern Munich and now here, I never pushed the club to say I want those players when the club believes and says that the price is too much", Guardiola said. "That is why this transfer period in the middle of the season is hard". "Once it is clear that he is leaving, the team gets used to it".