Borghi was sacked after the friendly defeat to Serbia in Switzerland, and Sanchez, who has not scored for Chile for 16 months, was reticent.
“We feel we are to blame for what happened today and in the previous games,” the Barcelona winger said.
“We didn’t give 100 percent on the field of play. He trusted us, the players, and I personally think we let him down. We should have given a lot more.”