"Honestly, on the administration side certainly it would still be our responsibility because, on the day, he had not moved, so maybe it will be down to us, to our responsibility," Wenger told a news conference on Friday.
"I don't know what happened but usually we try our best to get our players available and coordinate well."
Wenger said the club had not yet been contacted by UK Anti-Doping (UKAD) or the English Football Association (FA), but that Arsenal had nothing to hide.
"I'm quite relaxed because we have nothing to hide here. He has been tested so many times here, it is no worry he has any doping problem, just a bad day for him to be tested," the Frenchman added.
"It's a special event for him to miss a drugs test because he will certainly be somewhere else with his agent."
Sanchez could make his Manchester United debut against fourth-tier Yeovil Town at Huish Park in the FA Cup fourth round on Friday.
(Reporting by Hardik Vyas in Bengaluru)
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