Speaking after the game, he said: "Both goals I think I could have saved them, but it was a great penalty.
"I could have pushed more and got a hand to it. I will watch the clips back and learn from it."
Sanchez said he, and his teammates, have been 'disappointed by the defeat'.
He added: "We know if we want to play against a team at this level we have to be at our best – I don’t think we were to be honest.
"But three games, we’ve had a great start to the season, six points to go into the international break with and we go again.
"It’s always hard when they score a goal, but the important part is you go again and the boys are good at that. We tried to do that today, but we didn’t do well enough."
However, overall, Sanchez is 'really happy' with the start of the season, which has seen Albion pick up six points from a possible nine.
"The boys get the chance to relax now as we go into the international break and come back stronger than ever," he said.
"It’s always great to go away with your national team, I can’t wait to see the boys again and hopefully I get my chance [to make my debut].
"[I have] no idea [if I will make my debut for Spain].
"The team have done really well in all competitions, so I will wait, train hard and if it comes, it comes."
We’ve gathered the best of today’s Premier League speculation below…