The duo continue to be linked with the exit door as they have yet to sign new contracts at the Emirates.
Both Sanchez and Ozil are out of contract in the summer but Wenger is still confident they will remain Arsenal players next season.
A number of European giants are expected to make bids in the January transfer window but Wenger is adamant the club will not cash in on either player next month.
When asked by reporters if they would be at Arsenal in February: “Yes, of course. That is what we said many times. I am not the only one who can decide that. They have a part to play in that as well but, if it is my decision, yes.”
“At the moment I think, as long as they are here, they have to give their best for the team and for the club. In my head, they stay until the end of the season.
“That was the decision taken at the start of the season – unless something unbelievable happens, I don’t think it should change.”