The 29-year-old arrives at United on a four-and-a-half-year deal worth around £14m-a-year, while Mkhitaryan signed a long-term contract with the Gunners.
The Chile global is said to have said his goodbyes before rushing up north to finalise his move to Old Trafford.
Jose Mourinho confirmed this was the case following United's 1-0 win over Burnely and admitted an agreement was very close.
"I know my people are doing absolutely everything they can. He's a really good player and I think he will be a good addition, really good".
The song goes: "I don't want to pacify you / I don't want to drag you down / But I'm feelin' like a prisoner / Like a stranger in a no named town". However, pursuing Henrikh Mkhitaryan is something that the Gunners just had to do.
Mourinho will not be in attendance as he is back in London to spend time with his family and he has given his squad two days off.
Mkhitaryan was spotted in the capital last night along with his agent Mino Raiola.
"I was tempted to include Sanchez against Palace, yes, but I didn't take him because there is a question of him moving to United". I expect it to happen but I can't announce it.
Arsenal were said to be asking £35million ($61M) for their star forward but have ultimately accepted a trade for the Armenia worldwide to avoid getting nothing for Sanchez, who could have left for free at the end of his deal in June.
United now sit second in the league with 53 points after 24 games, but are still 12 points behind rivals and runaway leaders Manchester City.
However, United swooped in to blow their neighbours out of the water and offer the South American a blockbuster deal to steal him from under the nose of Pep Guardiola.
Then, late on Sunday evening, images emerged of Sanchez in a full Manchester United kit, wearing the famous number 7 shirt.
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