Standard Sport reported on Monday that Pep Guardiola’s side will try and sign Sanchez from Arsenal in the winter transfer window following Gabriel Jesus’ knee ligament injury.
Sanchez, 29, is out of contract at the Emirates Stadium this summer although Arsenal are believed to want around £40million should they sell him this month.
On Tuesday, Gunners boss Arsene Wenger denied that City have already made a formal offer for Sanchez, who could play when Arsenal travel to take on Chelsea in the EFL Cup semi-final first leg at Stamford Bridge on Wednesday night.
And Conte thinks that Sanchez will end up staying at the Emirates Stadium this month – and will play against Chelsea in midweek.
When asked whether Sanchez could be played by Wenger at Stamford Bridge despite the uncertainty surrounding his future, Conte replied: “My expectation is to see the best team from Arsenal. I have this expectation to play against the best team.
“For sure we are talking about an important player, about a good player. In my opinion I think Sanchez will finish the season at Arsenal…this is my opinion, I don’t know.
“I don’t know what will happen during the transfer market this month because every team can rely on the transfer market to improve, to become more strong.”
When then asked whether Arsenal selling Sanchez would be the equivalent of Chelsea parting ways with star man Eden Hazard, Conte said: “I don’t know.
“I can speak about my player and, as you know very well, Eden is an important player for us. Eden is very happy to stay here, to work for this club.
“And we want to try to give satisfaction to our fans. I’m sure about this. For sure, Eden is an important player for us.”