Sanchez's future has been under intense speculation with his contract due to expire at the end of the 2018 season.
He has been linked with a move away from the club, with Juventus, PSG, Bayern Munich and Premier League rivals Chelsea all reportedly interested.
Speaking at a PR event Sanchez was asked about his future and he said that he wants to play in a "winning team".
He is quoted by Argentine sports magazine El Grafico as saying "I am happy in London, and I hope to finish my contract at Arsenal.
I want to play in a winning team, with a winning mentality and keep playing in the same city. I want to play in a team that has aspirations.
I’m 28 years old, I still have a lot ahead of me. I am a player who takes great care of himself.
The Chilean has reportedly fallen out with Arsene Wenger and some of his team-mates because of his win at all costs mentality but the club have denied these claims.
Read the full article on eurosport.co.uk: Sanchez on future: I'm happy in London, but want to play for a winning team