The striker was part of the Chile team who failed to qualify for the 2018 World Cup, leaving Gunners fans fearing his commitment at club level may wane, especially after his proposed switch to Manchester City was blocked.
And Wenger admits that pressure may take a toll on Sanchez, saying: "I would say you have in every generation a player who carries the pressure of expectation of a nation.
"In France, it was [Zinedine] Zidane. In England it was Beckham. We had other players in the team but it was Beckham. Why not [Steven] Gerrard? I don't know. But it was Beckham.
"In Chile it's Sanchez. In Argentina, of course, it's [Lionel] Messi. It looks like that there is somebody there in a national team who has to carry the pressure and absorb it and protect a little the rest of the team.
"It's someone normally who likes it a little bit. They like to be on the front line. Overall what does it mean? It means they have to deal with the lows as well.
"Remember 1998 when Beckham has been sent off after [kicking] Diego Simeone, he has been slaughtered here, he's not been picked for the first two qualifiers after for the European qualifiers.
"He has been treated in this country like a guy who has killed somebody. These players have to take both the positives and the negatives as well."