The Chile international has been linked with the likes of Manchester City, Manchester United and Inter Milan.
“As far as I am concerned, Sanchez is worth as much as Leo Messi, but admittedly I’m not objective,” said Udinese president Giampaolo Pozzo.
“He’s one of only two or three players born in every generation.
“We have received an offer of €35m that we rejected. I do not want to name the club, out of respect.
“Sanchez is very young and we’d like him to stay for another year, plus we believe he’s worth more than €35m.”