Two goals in the last six minutes condemned the Cottagers to a 2-1 defeat at The Emirates Stadium.
"I haven't seen the penalty incident, but there were three simulations that went unopposed.
"That gives people the impression they can get away with it.
"If [referee] Phil [Dowd] had booked someone with it, people wouldn't have been as ready to go down in the box.
"There were at least three claims in the first half for penalties. If they weren't penalties, then they were simulation. It's either one or the other."
Fulham, though, looked a much-improved outfit from last season, when they only narrowly escaped relegation.
Sanchez said: "I am disappointed for the amount of effort we put in not to get something.
"Tony Warner did fantastically well, pulling off some saves, and we're very disappointed.
"It was always going to be tough, but we shouldn't be leaving here losing 2-1."
He added: "We defended well and, when we attacked, we had five or six good opportunities to score.
"But you've got to take your chances. It's about the quality of finishing.
"This was a game which we were always expected to lose. I told the players we could gain everything from here.
"We had a go. It's just unfortunate that we've come away with nothing."