He said to Henry in a Sky Sports interview: "I think that Manchester United, since I was young - and I'm not just saying this because I'm here, I'm an honest guy and I never lie - I think it's the biggest club in England".
Sanchez has impressed since arriving at Old Trafford, making his debut in the 4-0 FA Cup win over Yeovil Town and scoring his first goal for the Red Devils in Saturday's 2-0 victory against Huddersfield Town.
And Sanchez has now been given the chance to explain the motives behind his move, with trophies in his sights.
Now, he's been speaking about the weeks leading up to Sanchez's move to Manchester.More news: Elon Musk's Tesla Roadster is Officially a Celestial Object
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"Whether it's wide - he goes out wide, makes it terrible for people to try and mark him and I think for him now that's the final piece of the jigsaw for Mourinho now, going into the Champions League stages".
The midfielder revealed the reasons that encouraged him to leave Manchester United and play for Arsene Wenger, who he expects to learn a lot from.
The Chilean had made his intention to leave the club, and was almost sold to Manchester City on deadline day back in the summer, but ended up having to stay put, and his performances from that point onwards were questioned. It's a huge club and I was there, but coming here, looking at the badge, I think United have to win everything because it's such a big club.
As his Arsenal career drew to a close, Sanchez's commitment to the club was often criticised but Wenger says this is an "unfair" presumption. "And I think this was the best moment for me, because there were a few things that didn't work out in Manchester... I came here to win everything, otherwise I wouldn't have come here".