He cut a forlorn figure sitting on the bench and people were starting to question his long-term future. He is the dynamo in Arsenal's engine room.
The two clubs are currently locked in negotiations..
He told reporters: "No. I expect nothing".
Van Dijk completed a £75 million transfer to Liverpool at the beginning of the window.
Wenger - clearly a huge fan of the France international - nearly got his hands on the attacking midfielder on deadline day last summer after the Gunners tabled a whopping £92 million bid.
Alexis was left out of the Arsenal squad for their FA Cup third-round tie at Nottingham Forest on Sunday, which the Gunners lost 4-2. The ongoing contractual situation with Mesut Ozil is much the same.
Meanwhile, Wenger was asked about his interest in West Bromwich Albion defender Jonny Evans.
However, Wenger has stated that there has been no contact with clubs regarding a move for the player this month. Typically, a January transfer window is rather slow, with few deals of note.
City are set to test Arsenal's resolve over keeping Alexis by making a concerted effort to sign the forward this month. The loss of Sanchez would be a massive blow to their hopes of a second-half surge, and it could be the difference between a return to the Champions League and a second straight season outside Europe's top competition.
Sanchez is ready to forgo a possible £25m signing-on fee to ensure he joins Manchester City this month.
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