Arsenal were last crowned champions of England in 2004 but Wenger said winning the title was about more than spending money.
Nacho Monreal opened the scoring with a header, before he set up both Alex Iwobi and Laurent Koscielny for close-range finishes to give the Gunners a three goal cushion after just 13 minutes.
"Wilf has shown no desire to leave the club, and we certainly are not going to let him go".
"They were every bit as good as they can be today".
Zaha got precious little from the officials all game despite appearing to be fouled on numerous occasions. In addition, they were carved open defensively on a number of occasions by some attractive Arsenal play - which led to a fantastic goal typical of the Arsenal style through Lacazette's well-taken finish.
"Jack interests Juventus and feelers have been put out".
French striker Alexandre Lacazette made it four for the home side in the 22nd minute.
"This (the League Cup) is a good target for us, and also for Arsenal", said Conte.
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It left doubts about how Wenger will shoehorn his signing from Manchester United, Henrik Mkhitaryan, into his midfield.
But there was to be no spectacular comeback from the visitors, after a sparkling first-half display from Arsenal.
For the second straight game, Arsene Wenger left Sanchez out of his matchday squad and the Frenchman seems poised for a pursuit of Pierre-Emerick Aubameyang as a replacement after Borussia Dortmund confirmed the Gunners had made a bid, thought to be in the region of €50m.
The return of German playmaker Mesut Ozil, who laid on a attractive backheeled assist for Lacazette's goal, also helped Arsenal fans to forget the absence of Sanchez, who was left out of the squad for a second straight game.
He added: "Overall we played our real game in the first half; good pace, good combination and we created great chances".
He said: "What is very hard is, for the first time in January, we were losing one of our big players".
"We were focused on what we want to achieve together, we know we have the quality technically and physically but mentally we needed to push ourselves more".
Any fears Arsenal would struggle up front without Sanchez proved groundless as it surged into a 4-0 lead inside 22 minutes at the Emirates Stadium. "It was important for our confidence and confidence comes with results and wins".