That includes a passionate reminder about the market - and he admits he doesn't understand the club's willingness to let Manchester City dictate terms in the transfer sphere.
Manchester City are prepared to risk missing out on Alexis Sanchez - possibly to Manchester United - rather than pay Arsenal's £35m asking price.
Sanchez, 29, is in line to become the most expensive footballer in England with both United and Manchester City involved in a tug-of-war for the Arsenal player's services.
"If somebody speaks of one of my players to tell we are interested or we are not interested, I wouldn't be very, very happy".
"I said hello, he is a great player and he knows in my first season in Juventus we tried to buy him from Udinese and he made a decision to go to Barcelona", Conte said, ahead of his side's Premier League meeting with Leicester City.
Manchester City were favourites to sign him but Manchester United have emerged as serious candidates, with Henrikh Mkhitaryan potentially going in the opposite direction. Sanchez wants to be around players who are as good as him, maybe even some that he believes are better than him. But in relation to Alexis Sanchez, I don't say a word.
It's suggested the Gunners want £35 million for Sanchez, while the player's agent fees would reportedly cost around £5 million.
Now, I can understand the Jack Wilshere situation.
Sanchez has always been a target for City and they offered £60 million (A$104 million) for the 29-year-old, without success, last summer.
Sanchez hit the 30-goal mark for the first time in his career last season, with those efforts helping to underline his value to any given cause.
Sanchez is in the final six months of his contract at Arsenal and had been expected to move to United's local rival Manchester City, after he almost joined Pep Guardiola's men at the start of the season.
Speaking at his press conference at London Colney this morning, Wenger said "it is the case now" when asked whether he would need a replacement before selling Sanchez.
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