The 29-year-old forward has scored one goal in 10 appearances since moving to Old Trafford in a swap deal which saw Armenian midfielder Henrikh Mkhitaryan join Arsenal.
“As I am self-demanding, I expected something better,” Sanchez said while on national team duty in Sweden.
“After my arrival at United, it was hard to change everything very quickly. I even hesitated to come here (to Sweden).”
Sanchez completed his move to United on January 22 and made his debut in the FA Cup fourth-round win at Yeovil four days later.
He scored in United’s 2-0 win over Huddersfield on February 3, his second Premier League appearance for the Red Devils after a loss to Tottenham, but has failed to net in seven appearances since.
He added: “The change of club was something that was very abrupt — it was the first time I’ve changed clubs in January — but many things have happened in my life that are difficult.”
Chile missed out on qualification for this summer’s World Cup in Russia.
Sanchez had sought permission to miss Saturday’s friendly in Stockholm, but thought better of it after consulting Manchester City goalkeeper and Chile captain Claudio Bravo, who is not in the squad after reportedly turning down a call-up.
“I had asked permission to miss these games, but then I thought better and spoke with Claudio and told him that we should all be united,” he added.
Meanwhile Jack Wilshere wants his Arsenal future sorted before the World Cup — quite a change in fortunes for a player told he could leave by Arsene Wenger at the start of the season.
The 26-year-old found himself at a crossroads in his career last summer, having returned from Bournemouth after a loan spell that ended with yet another injury.
“It was an honest conversation,” Wilshere recalls.
“We have known each other long enough where we can have that relationship where we are honest with each other.
“It was boiling up for a while because everybody knew I had a year left on my deal and I had been out on loan, got injured, and wasn’t really in his plans.
“He said, ‘I am going to be honest with you and at the moment we are not going to be offering you a contact, so if you can get a contract somewhere else, you can go’. Obviously I was not happy with that, but at the same time I was happy he was being honest.
“He also said at the same time that if I did stay I had an opportunity to fight for my place, and if I performed well in the Carabao Cup and Europa League, I had a chance.”
The 26-year-old stayed at the Emirates Stadium and knuckled down, with cup competitions giving him a platform to prove his worth – and fitness – to Wenger.
So impressive has Wilshere been that talks are under way over a new deal. Asked if he would like his club future sorted before England went away, he said: “I’ve got months left on my contract. I don’t know how to answer.
“Ideally, yes, I want it sorted as soon as possible. I want to go to the World Cup and enjoy it, but we have three months till then and a lot can happen.”
Meanwhile former Liverpool and Real midfielder Xabi Alonso could face a five-year jail sentence after being accused of tax fraud in Spain.
The prosecutor’s office of Madrid said yesterday it is seeking a conviction against the 36-year-old ex-Spain international for alleged offences between 2010 and 2012.
Alonso, who retired at the end of last season, is accused of defrauding authorities of more than €2m in unpaid tax.
He denies any wrongdoing.
Alonso is the latest high-profile football figure to have been targeted by the tax office in Spain, with Jose Mourinho, Lionel Messi and Cristiano Ronaldo all subject to investigations over the last year.