The player posted a video of himself boarding a private jet on his Instagram account, before being spotted arriving at Manchester United's Carrington training ground just a few hour later.
Heading into the January transfer window, Manchester City were thought to be favorites to sign Sanchez, whose contract with Arsenal is set to expire in the summer, but United turned the Chilean's head with the size of their contract offer.
He is expected to sign a four-and-a-half-year deal with Man United, while both Mkhitaryan and Sanchez will need new work permits before the deal can be completed.
Mourinho confirmed that both Ed Woodward, the club's executive vice-chairman, and Matt Judge, their head of corporate finance, were working on a Sanchez deal that will give the United manager another attacking option.
Sanchez was due to be in the Arsenal squad after Arsene Wenger named 19 players but then got pulled out and said his goodbyes to his team mates after a breakthrough in negotiations.
Steve McClaren has warned Alexis Sanchez 's wages could create dressing-room disharmony at Manchester United.
Wenger's comments appear to be a dig at City, who have been penalised by UEFA in the past for violating financial fair play rules. "If you want to have a bet, I'd say it could happen".
Now Pogba's agent Mino Raiola is ready to tell United that his current £200,000-aweek salary is no longer the going rate for a player of his stature.
Arsenal have been heavily linked with Pierre-Emerick Aubameyang, with Borussia Dortmund claiming the Gunners made a bid for over the weekend.
"Alexis is one of the best attacking players in the world and he will complete our very young and talented group of attacking players", he said.