Despite his close connection with supporters, Sanchez allowed his contract to run down to the final six months which led to interest from their rivals United.
The attacking midfielder ended up moving to Old Trafford in a swap deal with Henrikh Mkhitaryan, but his performances were consistently disappointing and he recently left for Inter on a permanent deal.
The 31-year-old has now opened up on his decision to leave north London, and stated that he had realised that something wasn’t right after just one training session under Jose Mourinho.
He said in a Instagram video: "I got the opportunity to go to United and it seemed tempting to me. It was something nice for me, because when I was a kid I liked that club a lot.
“I ended up signing without much information about what was happening in the move. The first days that I was with my colleagues, sometimes there are things that you do not realise until you arrive.
“The first training I had I realised many things. I got home and I told my representative: 'Can't the contract be terminated to return to Arsenal?'
"They start laughing and I told them that something did not sit right with me. It had already been signed."
Despite saying that he had joined the biggest club in the world when the deal was confirmed, his failure to recapture his Arsenal form led to scrutiny which saw him dropped by Mourinho.
Sanchez said: "In a game with West Ham I wasn't picked. That had never happened to me as a player. It bothered me and I said it couldn't be possible.
"To go from being one of the best in the Premier League to not playing in five months. I came to my house and I was very sad. The next day I trained in a double shift, because I love what I do."
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The former Udinese man scored just five times in 45 appearances for the Red Devils across two seasons, and was shipped out on loan to Inter last season before joining in a permanent deal.
When asked about his decision to move, he said of his conversation with Ole Gunnar Solskjaer: "I told him that I needed to take a breather, and the opportunity to go to Inter. He told me that yes, there was no problem."
Sanchez has since impressed under former Chelsea boss Antonio Conte, scoring four goals and laying on 10 assists in his 32 appearances for the Italian giants.