Udinese have been in stunning form in the second half of the Serie A season and are currently in fourth spot.
“It’s one of my main objectives to win a trophy in Italy. We are currently six points behind Milan. Winning the league would be a dream come true, but we’re taking it one game at a time,” said Sanchez to La Gazzetta dello Sport.
Sanchez, who has been linked with Manchester United and Manchester City, also commented on reports linking him with a move away from Udinese.
He said: “I really don’t know how much I’m worth and I’m not even thinking about it. [President Giampaolo] Pozzo is the only one who knows, so you’d have to ask him if you want to know the club’s asking price.”