"The first training I had I realised many things," the Chilean stated. "I came home and I told my representative: 'Can't the contract be terminated to return to Arsenal?'
"They start laughing and I told them that something did not sit right with me. It [the contract] had already been signed."
Sanchez's revelation drew the ire of Rafael, who replied by saying: "Maybe he saw a ghost and get scared that explain why he play so bad every time."
Rafael has now explained his response with the Athletic: "If he said those things, it is a joke.
“It is a joke.
"The guy came after the first training session and said, 'I want to move.' Why do you want to move? He said this because he played s**t for Manchester United.
"It is easy to blame other people, man. All the time, you blame others. 'It's this s**t, it's that s**t.' What is the point? It is so easy.
"It was my reaction. I woke up and saw that and thought, 'It is not possible.'
"The guy cannot say that, so I just reacted. Everyone knows I love Manchester United, and I just reacted."