The Red Devils have been in much improved form in the Premier League this season but they have still fallen some way short of challenging Manchester City in the race for the title.
Manchester City were crowned as Premier League champions earlier this month after Manchester United suffered a shock 1-0 loss to West Bromwich Albion in the top flight last weekend.
Manchester United will still be hoping to finish as runners-up to Manchester City in the Premier League table this season.
The Red Devils are currently in second spot and hoping to hold off the challenge from Liverpool FC in the final stages of the campaign.
And Sanchez, who has been settling into life at Old Trafford following his move from Arsenal in the January transfer window, believes that the Red Devils must challenge for the Premier League title next term.
Sanchez is quoted as saying by Goal: “What can we take from this season? It’s been difficult, I think next year we have to go for it. It was a tough change for me.
“The coach told me to speak with him as he’s not used to bringing in players in January. It has been demanding but we hope to win the [FA Cup] final.”
Sanchez could be set to come up against his former club next weekend when the Red Devils host Arsenal at Old Trafford in the Premier League.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news