Arsenal travelled to Bournemouth today to face a team that was hovering above the relegation zone and hadn't won for ten games, but then again Arsenal hadn't won any of their last five either and they had an terrible away record.
"We were 1-0 up and suddenly we lost two goals and we don't know where they came from", Wenger told BBC Sport.
Bournemouth came from behind to beat the Gunners 2-1 at the Vitality Stadium, courtesy of goals from Callum Wilson and Jordan Ibe after Hector Bellerin had put the visitors in front.
It was Ibe's first league goal for Bournemouth.
Sanchez was omitted from Arsenal's squad as speculation mounts over a January transfer to Manchester United or Manchester City.
Jamie Redknapp has claimed Arsene Wenger's current team is the worst Arsenal side he has ever seen.
Burning oil tanker sinks with all 32 crew members confirmed dead
However, all 21 crew members on board the Chinese freighter CF Crystal were safe despite the collision. Three bodies have been recovered, while the other 29 bodies have not been found.
However, Callum Wilson equalized for the home side in the 70th minute, whipping in a delicious ball as he nudged a shot past a helpless Petr Cech.
'Overall we have to look at it in a very objective and harsh way we made mistakes we should not have made. "When you are 1-0 up normally you should create more to be unsafe and we paid for that".
'We just need to keep going game by game and keep picking up points'.
"I think we've built confidence from doing that the last few weeks".
Despite dictating much of the early possession Arsenal clearly missed their more illustrious attacking talents with Alexandre Lacazette cutting a lonely figure without the cutting edge of Sanchez and the injured Mesut Ozil. We worked hard today, but we made mistakes and I wouldn't say the team hasn't worked or not played with a good spirit. This latest setback leaves them mired in sixth place and staring at a second straight season out of the Champions League. "The attitude of the players was strong".