But the Spanish stopper, and Chelsea, are finding their feet as their enthralling 4-4 draw against reigning champs Manchester City proved and Sanchez came up with a big stop to deny Erling Haaland in the first half to underline his own steady improvement.
Yes, there are still imperfections within this Mauricio Pochettino team but they are quickly becoming a very recognizable Pochettino team. That is no mean feat after a huge turnover in players this summer, plus plenty of injuries and bad luck which has hampered their progress, as the Blues are trending in the right direction and so is Sanchez.
Chelsea building momentum after best performance of the season
Asked if the draw against City, which Chelsea could have easily won, was their best performance of the season, Sanchez agreed.
"I think so. Everybody was on it," Sanchez said. "From myself to Nico [Jackson], Raheem [Sterling], Cole [Palmer] getting the penalty, they were on it today... I am super happy, I know the boys were super ready before the game and we came back in the game three times. It shows you should never give up. We conceded a goal in the 85th minute but kept going and going. I think we should have got even more out of the game. We conceded some unlucky goals but that’s football."
When it comes to football, you rarely get time as a new manager to bed in new ideas and patience is non-existent. But Chelsea, and Pochettino, need it.
“We need time," Sanchez admitted. "It is a young team and we need time to get to know each other, build relationships and know strengths from different players. That is what we have been doing. You can see every game on the pitch we’ve been improving more and more and we are connecting and feeling good on the pitch now. We can only go higher."
Pochettino’s playing philosophy, with tweaks, now visible
Chelsea are more of a counter-attacking team than a high-pressing team under Pochettino as the Argentine coach has tweaked his tactics slightly to fight the group of players he has at his disposal.
Sanchez pointed to Chelsea's fast play on the counter-attack as their hallmark under Pochettino and after beating Tottenham in a chaotic game last week, they've drawn against Liverpool, Arsenal and now Manchester City playing a high-pressing style so far this season.
So why have they struggled against some of the teams further down the table but enjoyed positive results against the big boys so far this season?
“Every game we’re improving and I think some games we’ve been unlucky," Sanchez explained to Pro Soccer Talk. "But it is true, sometimes you get a bit more of that energy inside when you play against the big team but I think the boys are doing great in every game."
Sanchez settling in
Sanchez has had shaky moments early on in his Chelsea career as he joined from Brighton this summer and was expected to be the backup to Kepa Arrizabalaga. However, Kepa left on loan for Real Madrid a week after Sanchez arrived and all of a sudden the Spanish goalkeeper was Chelsea's new no. 1.
How is he finding the demands of what is being asked of him? Sanchez pointed to relationships building all over the pitch as players get used to playing with one another and the team working hard so he can showcase his impressive passing ability out of the back.
"I’m feeling good. It is similar to what I have always been doing," Sanchez told Pro Soccer Talk. The boys give me the options and I try to find the spare man. That is what I have to do... My confidence is massive. I always trust in myself. I know my level and I know how good I am and how good the team is. Just getting ready for the teams we are playing against and doing my best."
Top four dream is alive
What is achievable this season for Chelsea, who sit 10 points off the top four after 12 games?
"We always think game-by-game but obviously we want as best as possible, get up to the top again, Europe, Champions League," Sanchez said. "If we keep doing what we’re doing and keep improving in every game and getting points in every game I think it is possible.
"It is a big ask [Champions League qualification] but we have the spirit, confidence, belief and we know the quality we have and I think we can get there."
Confidence is building at Chelsea and, most importantly, the relationships on and off the pitch as Mauricio Pochettino's project is flickering into life and Chelsea now have some big results to back up their impressive performances.