Alexis Sanchez shared photos on Instagram that suggest that he is currently ill after Wenger ordered him to train.
Sanchez who has just a year left on his Arsenal contract has been linked with the likes of Manchester City, Paris Siant-Germain and Juventus.
Amidst the transfer speculations, Arsenal manager Arsene Wenger has been firm in his decision to hold on to the forward.
Wenger had claimed that Sanchez would be returning for training this Sunday but the Chilean has taken to his social media to claim that he is ill.
The 28-year-old shared photos of him wearing a scarf along with a caption that suggests that he is ill.
Sanchez reportedly wants to leave Arsenal this summer for a club where he can properly challenge for major trophies.
He was quoted last month as saying he wants to play in the Champions League which Arsenal failed to qualify for.
The Chile international is on an extended break at Arsenal following his participation at the 2017 FIFA Confederation Cup in Russia.
Wenger has all summer turned down talks of the forward leaving this transfer window and is already looking forward to having him in training on Sunday.
“Alexis and (defender Shkodran) Mustafi, their first training session will be on Sunday, the day we play against Sevilla,” Wenger said ahead of the Emirate Cup competition.
“They are practising on the day, yes. First of all you make a really good check up of where they are, how much they have worked during their break.”