Alexis Sanchez was omitted from Arsenal’s starting line-up for the 3-1 defeat to Liverpool last Saturday which riled supporters.
The Chilean, who is entering the final year of his Emirates deal, is widely expected to leave north London in the summer.
Despite shaking hands with Wenger during a training session prior to the Bayern defeat, Paris Saint-Germain, Juventus and Sevilla have all been touted as summer destinations for the 28-year-old.
Some reports have suggested the Gunners won’t entice the idea of selling to a direct rival, with Chelsea and Manchester City weighing up moves.
But regardless of the interest, Ferdinand can’t envisage Sanchez staying put.
Alexis Sanchez snapped smirking during Arsenal's defeat to Bayern Munich
Tue, March 7, 2017
Alexis Sanchez appeared to be laughing after Arsenal lost 5-1 (10-2 agg) to Bayern Munich
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Alexis Sanchez appeared to laugh during Arsenal's 10-2 agg defeat to Bayern
Alexis Sanchez's Arsenal future is up in the air
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Rio Ferdinand is convinced Alexis Sanchez will leave Arsenal at the end of the season
“I don’t think Sanchez will be at Arsenal next season,” Ferdinand told BT Sport.
“I really don’t. After being made sub in biggest game of the season against Liverpool, I don’t think he will accept that.
“He has a different mentality and he won’t sit there and say ‘this is for me’.
“The gulf in class will confirm to him he won’t win trophies at this moment in time.”