Chelsea goalkeeper Sanchez has joined Como on a season-long loan after losing his starting spot to Martinez following his switch from Aston Villa this summer.
Sanchez started the Blues' 3-2 win against Fulham in their Premier League opener, but several mistakes led to manager Xabi Alonso dipping into the market for a solution.
The Blues snapped up Martinez as his replacement within days in a deal worth £7.5M, a deal debated as one of the most signings of the summer.
Speaking to Hajper, Begovic has revealed that he is confused as to why Chelsea put their faith in Sanchez for so long.
“I can certainly see why they did it (signed Martinez). He has proved that he's a high-level goalkeeper. Everything he's done with the national team and Aston Villa, and the success he's had for many years now, shows he's a top-level goalkeeper.
“It makes a lot of sense. I know Robert Sanchez had a high-profile game against Fulham, and I think that probably was the straw that broke the camel's back in terms of their patience with certain things.
“I'm slightly surprised by the move as they've been staying so strong on the pathway of Robert Sanchez. I think they really like Mike Penders and want to keep that pathway open also, but I guess there's only so much they can take.
“Their ambitions are big this year with the players they've signed and the managers they've brought in. So, I can definitely see why they've made the move, Martinez fits the bill. He's a top goalkeeper for a top club, so it makes a lot of sense.”
Chelsea are now preparing for the visit to the Emirates Stadium to face defending champions Arsenal on Sunday afternoon where Martinez will hope he can keep a clean sheet against the Gunners.
