Substitute Olivier Giroud then netted on two occasions off the bench before Sanchez sent his side top of the Premier League for the time being.
Manchester City's win ensured Arsenal finished the day in second but Wenger is refusing to look too far ahead.
He said: "That's where everybody wants to be, so we'll not complain. But it's too early and it's too tight as well. We have so many good teams in the league.
"But we'll go game after game. It's a good feeling when you play first and when you win because at least you have one good day."