"He's being vague at the moment. The situation is not completely decided one way or the other, so I left him at home," said boss Arsene Wenger.
Asked if a decision was imminent, Wenger said: "Yes. Don't read too much in it because even I don't know which way it will go."
City are unwilling to match the Gunners' £35m asking price, while United boss Jose Mourinho said on Friday that Sanchez is a "phenomenal player".
He added: "What we believe is there are some players in the football world, if you have the chance to sign them in January, March or July, you have to try. And that's it."