Sancho has been banished from the first team since hitting out at Ten Hag on social media.
Saha told Betfred: "For any player, you need to ensure that you're doing the right thing for your career and you need to do everything possible to help your team. You can't have an ego and act in a selfish manner.
"At the end of the day, his boss is his manager and if Jadon wants to be his own boss, then that's his ego. I don't know who's advising Jadon but he's losing the battle.
"Erik ten Hag is still doing his job and managing the team, but Jadon isn't doing his job at this very moment. He may be in training but his main objective is to perform on the pitch and he's not doing that.
"If you're asked by your manager to do something then you have to do it, regardless of whether you're happy with it or not. When you sign a contract with a club, you've got a duty to do what's asked of you and try to perform to your best level, regardless of what's been said about you.
"Jadon has to accept this situation and it's a pity that he doesn't understand that he needs to do what's asked of him. The only answer you have for criticism as a player is by performing on the pitch. When you perform and you're at your best, then you can say whatever you want. When you're not at your best, then you need to work hard."