The Red Devils limped to a goalless stalemate with the La Liga side in the first leg of their Champions League last-16 clash in Spain.
Paul Pogba was left out of Jose Mourinho’s starting line-up for the trip to Spain following his ineffective performances over the past few weeks.
The club record signing has attracted criticism following his poor performances under Mourinho, while the Portuguese coach has hinted at his displeasure with the £89m man.
Lukaku failed to test the worst defence left in the Champions League after quiet performance at Sevilla.
January signing Sanchez looked out of sorts on the left wing and failed to strike up an understanding with Lukaku in the Manchester United team.
Former Manchester United captain Keane believes Lukaku and Sanchez have to do better, not just Pogba.
“Man United’s problems are not just with Pogba,” Keane told ITV Sport. “Lukaku has to do better, Sanchez has to do better, even though he is new to the club.
“They also need to reinvest in some defenders, so you can’t keep pointing the finger at Pogba, but of course the lad has to do better.”
Pogba moved to Manchester United in a then world record £89m deal from Serie A giants Juventus in the 2016 summer transfer window.
The Red Devils added Lukaku and Sanchez to Mourinho’s squad over the past eight months to improve their attacking options.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news