The 28-year-old forward has been linked with a move away from Arsenal after the Chilean refusal to sign a contract extension with the club.
He added:: "I understand that the other teams try to kill the other teams and to anticipate the situation, and this is the real transfer market - not to wait until the last moment to buy the players".
The Red Devils are aiming to get as close to Manchester City at the top of the Premier League table as possible as they look to catch their bitter local rivals. However, unlike his two teammates it is believed that the former Bournemouth loanee wants to stay at the north London club.
But he said, "A bidding war is always beneficial to the club who can take advantage of it, but we are not in that". "But you know my answer".
"But in relation to Alexis Sanchez I don't say a word, the only word I can say is he is a phenomenal player, apart from that an Arsenal player and I feel I shouldn't say much more than this".
"We don't believe in signing a player just to sign a player, just doing something - we don't believe in that".
It is hard to envisage Sanchez staying beyond January, but Arsenal will not sell him unless they can bring in a replacement, with a £35m bid for 20-year-old Malcom expected this week. "I'm focused on (playing) Liverpool, believe me".
Ozil, Sanchez and Jack Wilshere are all out of contract in the summer, meaning Arsenal could have faced a massive rebuilding project, though Wenger now thinks he can keep two of the three. I don't want to give you wrong information.
"Is he (Sanchez) replaceable in the way that we find exactly the same player?"
Ryan Shawcross and Glen Johnson remain on the sidelines, but Erik Pieters and Bruno Martins Indi both trained on Thursday, and Stoke Under-18s boss Kevin Russell revealed during his press conference that the pair could return at Old Trafford.
Wenger said he does not want the 28-year-old to leave, but conceded he can not guarantee the forward playing time and an unlikely route into Gareth Southgate's England squad for the World Cup.
Toyota GR Super Sports Concept - 1000hp Hybrid Hypercar
Tomoyama references Toyota president Akio Toyoda's statement a year ago in summing up the philosophy driving the development. Interestingly, it gets hybrid tech that's evolved from their participation at the WEC (World Endurance Championship).
Heyman | Astros acquire Gerrit Cole from Pirates
Cole is in his second year of arbitration eligibility, and players and management are set to swap salary figures Friday. The headliners of the package going back to Pittsburgh are RHP Joe Musgrove , RHP Michael Feliz and 3B Colin Moran .