Chile forward Sanchez, signed for around 35 million pounds from Barcelona last month, came on as a late substitute but by then Sanogo and Costa Rica striker Joel Campbell had done the damage.
The 21-year-old Sanogo has yet to start a Premier League game since joining from Auxerre in July 2013 while Campbell has spent his entire Arsenal career on loan at Lorient, Real Betis and Olympiakos Piraeus.
However, they showed on Saturday at The Emirates stadium that manager Arsene Wenger will have plenty of attacking options this season.
"A headache is when they don't play well," Wenger told reporters of a potential selection dilemma as the new season looms.
"We have some decisions to make when everybody plays well, that's true. But when everybody plays well that's what we want.
"Sanogo was injured for basically two years before he came to us. If you look at his goalscoring record before he got injured, it is quite frightening," said Wenger.
"He has a big future here. He is 21, he has something of (former Arsenal striker Emmanuel) Adebayor. He has a strong body, similar strengths but technical skill as well.
"Campbell has done very well," added Wenger. "I like the way he plays, he's good on the ball...he has a good balance between individual skill and collective attitude - that's not easy to find."
Sanogo scored three times before halftime and grabbed his fourth in the 50th minute after Aaron Ramsey's shot was saved by Benfica keeper Moraes Artur.
(Reporting by Martyn Herman, editing by Tony Jimenez)
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