Morrow told Goal: "There have been others (like Sancho). Jude Bellingham was another one that was very similar to that.
"When he came to the end of his contract at Birmingham and was debating whether to stay there and sign a scholarship or move somewhere else, we were very close to that one as well. But sometimes it just doesn't happen and you have to accept it."
The American went on to join Dortmund in 2015 before sealing a £58million move to Stamford Bridge in 2019. The winger went on to score against Arsenal in last year's FA Cup final, which the Gunners ended up winning 2-1.
Morrow recalled: "Through our connections in the States, Christian was one that I actually had over at London Colney as a 14-year-old.
"I did see his potential but he was certainly behind physically in terms of the same age group with our boys. I wanted to bring him back again, but it just didn't work out and he went to Germany unfortunately."