The Chile international clinched a season-long loan move to Inter this summer after falling out of favour with Ole Gunnar Solskjaer.
Sanchez became United’s highest earner when he arrived from Arsenal on a deal worth around £400,000 a week in January 2018.
"I'm very happy I went to Manchester United," he told BBC Sport.
"I've always said that. It's the club that's won the most in England.
"When I went to Arsenal it was fantastic - I was happy there - but United were growing at the time, they were buying players to win something.
"I wanted to join them and win everything. I don't regret going there."
"I think that I'm happy when I play for my national team,” he said.
"I was happy at Manchester United too, but I've always said to my friends: I want to play.
"If they would let me play I'll do my best. Sometimes I'd play 60 minutes then I wouldn't play the next game - and I didn't know why."
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