The Chile international completed his switch from Barcelona to the Emirates Stadium on Thursday for his first foray into English football.
Having won La Liga and the Copa del Rey while at Barca, Sanchez was a reported target of Juventus and Liverpool in recent weeks.
However, the 25-year-old revealed an admiration for Wenger was a key pull in persuading him to join Arsenal.
"Arsene Wenger's style of play is the sort of style the Chilean national team has. Therefore I am used to it," he told the club's official website.
"Arsenal plays very well, which fits my style. That's why I moved here.
"I was told that he is a manager you can learn a lot with. He wants to achieve great things in football and that helped me make the decision to sign for Arsenal.
"I am certainly glad to be the first Chilean ever playing for Arsenal. I will do my best to achieve every possible thing with the club."
Sanchez joins an Arsenal side who ended the club's nine-year wait for a trophy by clinching the FA Cup last season.
However, the forward believes the club are capable of adding further silverware next season, targeting the league title as an initial aim.
"With [Mesut] Ozil in the squad Arsenal were [close] to winning the league title. I hope I can make a contribution so we can win as many titles as possible," he added.
"We have a great squad and we are a big club. We can achieve big things.
"Playing regularly wasn't the only reason why I came here. I came here to win the league title, the Champions League and every title at stake."
