The Chilean winger swapped the Emirates for Previous Trafford in January after refusing to signal a brand new contract with the Gunners.
Sanchez, 29, claimed the distinction between the golf equipment was that United are determined to win the Fa Cup after which add much more trophies to their bulging cupboard subsequent season.
Chatting with MUTV, Sanchez stated: "It is extremely totally different right here.
"I feel United is a membership with extra historical past and we need to win trophies subsequent yr.
"We have to hold progressing; United is an enormous membership, to which I’m nonetheless adapting, and I’m wanting ahead to giving every little thing I've received subsequent yr and aiming to win the whole lot there’s to win."
Sanchez struggled to adapt in his first couple of months however scored within the semi-last win towards Tottenham — and is now eyeing one other Wembley strike within the Might 19 showpiece.
"The reality is that I rating each time I play at Wembley! I’ve gained a number of trophies there with my nationwide staff and with Arsenal.
"With Chile, I additionally scored two objectives and meaning so much to me. Wembley brings me good luck. "We’re very completely satisfied to have reached the ultimate.
"I feel Saturday's match was probably the most good one since I joined United, and that makes me very completely happy for what lies forward."