Sanchez was included in the Gunners’ squad to play Crystal Palace on Saturday, although the players believed Arsene Wenegr might start him from the bench.
Wenger’s decision may have prompted Manchester United to blink first and get the deal done, with Henrikh Mkhitaryan set to move to Arsenal after saying his goodbyes too.
Mirror Sport reports that Sanchez got a call just before 11pm on Friday and left the team hotel.
It indicates the deal will finally go through this weekend, after the clubs have been locked in negotiations for over a week.
Arsenal will then turn their focus to landing Pierre-Emerick Aubameyang from Borussia Dortmund, with the Bundesliga club wanting Olivier Giroud as part of the deal.