Frank Lampard's side won 2-1 at Stamford Bridge, with first half goals from Tammy Abraham and Cesar Azpilicueta putting them two up before a late Loic Remy goal gave Lille some hope of snatching an unlikely draw.
As a result, Lille finished bottom of group H with just one point but Sanches said they were still confident of a strong finish in their domestic competition.
"It was a good game Champions League game," he told Tribal Football live from Stamford Bridge after the match.
"Now we are focusing on Ligue 1 and we want to keep going as a team."
He said: "PSG is obviously a big club. We do the best and we push forward as a team and we look to win game by game."
Sanches has had something of a tumultuous career since he first caught the public's eye with his performances for Benfica and then Portugal during Euro 2016.
Following the tournament, he joined Bayern Munich where he failed to live up to expectations and even spent an ill-fated spell in the Premier League with Swansea.
However, he joined Lille in the summer and appears to be focussed on regaining his best form.
"I feel great and I want to keep going," he said.
"I think the best is coming and I will do my best. We will see."