The manager confirmed midfielders Jack Wilshere and Alex Oxlade-Chamberlain, who are also in the final year of their contracts, are firmly in his plans for the current season.
Arsenal began their campaign with a 4-3 home victory over Leicester City last weekend.
Manchester City are taking one final crack at persuading Arsenal to sell Alexis Sanchez and, depending on which paper you read, the amount of money they have tabled ranges from between £50m to £60m.
Zidane said: "I am and we are very upset".
Sanchez made no secret of his desire to leave the Emirates as he seeks to win Europe's biggest prize.
"That (possibly allowing Sanchez to leave for free) is a effect of what I say, yes, unfortunately". "I think he needs games now. I have regular conversations with the players where I tell them where I stand and they know what I want and where I stand on that front".
"Yes, I am very happy about that", said Wenger.
"It's important the players aren't half in and half out, and they are completely in".
According to reports from Daily Star, Gunners are ready to let Alexis leave the club but will not sell him to their league rivals Manchester City, who reportedly will make a £60million move later this summer. "For me, it looks logical".
Wenger, who signed a new contract of his own after Arsenal salvaged a disappointing last season by beating Chelsea in the FA Cup final, said he agreed with the likes of Liverpool's Jurgen Klopp that the transfer window should close prior to the season beginning, rather than August 31, as is now the case.
"I would on that front be on the opposite side", Wenger explained.
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