The Red Devils managed to see off competition from Premier League leaders Manchester City to sign Sanchez in a swap deal from Arsenal in the January transfer window.
The Chile international arrived at Old Trafford with a huge reputation despite his disappointing start to the 2017-18 season at the north London side.
Sanchez has scored one goal in 10 appearances in all competitions since his lucrative switch to the 20-time English champions.
The 29-year-old has cut a frustrated figure at Old Trafford, while some of his Manchester United team-mates were reportedly unhappy with his performance in the Champions League.
Sanchez was unable to affect the last-16 tie after La Liga outfit Sevilla were 2-1 winners against Manchester United at Old Trafford.
Former Manchester United defender May believes Sanchez is trying too hard to succeed at Old Trafford.
“Personally I think he’s trying too hard,” May told 888sport.
“He wants to be involved in everything but he needs to be told that standing still is a good position.
“He’s an absolutely fantastic player and everybody knows that after what he did with Arsenal but he needs to take a step back and enjoy it.
“He’s forever looking for the ball but sometimes you have to let the ball find you.”
Sanchez won two FA Cup titles in three seasons at Arsenal following a £35m move to the Gunners from La Liga giants FC Barcelona in the 2014 summer transfer window.
The Red Devils will take on Tottenham Hotspur in the FA Cup semi-final at Wembley next month.
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