Messi's Argentina progressed to the quarter-finals thanks to a 2-0 Group B win over guest nation Qatar in Porto Alegre.
Qatar had a chance to advance, with the Asian Cup winner and 2022 World Cup host third ahead of Argentina on goal difference prior to kick-off.
But Lautaro Martinez and Sergio Aguero extinguished Qatar's hopes as Argentina finished runner-up behind Colombia, though Sanchez took plenty away from his team's campaign in South America.
"Of course, a player like Leo Messi can make a difference," Sanchez said. "Sometimes with goals, or with assists.
"We tried to mark the pass lines so that he did not participate so much in the game, but we know that it is difficult because he occupies several areas of the field.
"I think we managed to make sure that Leo Messi did not score goals, but in the end, we conceded two goals and the result is the same.
"But it was worth the experience, playing with a team with the most decisive player in the world. Another experience to learn and improve Qatar in the future."