Sevilla hosts United in their UEFA Champions League round of 16 first leg in a tie.
The match will likely see Sanchez make his first appearance in the competition for United since his January move from Arsenal, and he appears to have settled in quickly.
Sanchez claimed an assist in United's 2-0 FA Cup defeat of Huddersfield Town and has generally looked lively in the majority of his outings since leaving the Gunners.
As such, Montella suggested Sevilla might have to cross the line in order to stop him at the Ramon Sanchez Pizjuan.
"Maybe we could kill him or knock him down or something," Montella quipped in his pre-match news conference. "I remember Sanchez really well from his time in Italy [with Udinese]. He has improved a lot his style in his career and he's a really good player in terms of the transitions and finding spaces, and has a really good speed in attack."
Montella also spoke highly of United manager Jose Mourinho, labelling the Portuguese coach a "pioneer" who he admires.
"I don't know how many matches Mourinho has played in this competition," Montella added. "More than 100 I think, but we will be ready to play this match.
"I'm very excited because he was a pioneer in his way of working. I've read his books, I've studied his tactics. He's undoubtedly a coach you have to study.
"It's a challenge to beat Mourinho, but it is a pleasure to prepare for this type of game. I hope that tomorrow we will be better [than United]. I am happy with this moment for the club, for the players, for the fans."
Sevilla did have injury concerns before training on Wednesday (AEDT), but Joaquin Correa and Ever Banega have both been passed fit in two significant boosts for the LaLiga club.
"Correa is fine," Montella confirmed. "On Monday he did not finish training as a precaution, but today [Tuesday] he has completed it. He can play, as can Banega."