"The Champions League is a dream for any footballer," Sanchez told the Mirror.
"I lived with that dream at Barcelona and saw what it was like. I hope I can win it one day and why not here?
"We have got through the group stage and PSG are next. It's a big test but it's 180 minutes of football - anything can happen.
"United are a club with so much history and are capable of beating any rival.
"If we win at Old Trafford and we don't concede, then I think we would be favourites for the second leg.
"I think we can do that and I see this United team with a lot of chances to score in Paris."