Earlier this week, Sanchez admitted to struggling with mental exhaustionafter a disappointing start to life at Old Trafford, and even considered pulling out of Chile's friendlies with Sweden and Denmark.
"The change of club was something that was very abrupt - it was the first time I've changed clubs in January - but many things have happened in my life that are difficult," Sanchez told Chilean media on Thursday.
"As I am self-demanding, I expected something better. After my arrival at United, it was hard to change everything very quickly. I even hesitated to come here [to Sweden]."
The 29-year-old opted to join up with the squad after talking with compatriot and Manchester City goalkeeper Claudio Bravo - and went on to play all 90 minutes as captain in Stockholm.
Chile took the lead at the Friends Arena through Arturo Vidal, with the Bayern Munich midfielder volleying superbly into the top corner after Sweden failed to clear Sanchez's corner.
Their lead lasted just one minute however, with Ola Toivonen rounding off a superb team move, littered with one-touch passes, to level up for the hosts.
With the game heading for a draw, Sanchez found himself through on goal in the 90th minute, and though his attempt from a narrow angle was saved by Kristoffer Nordfeldt, Bolados tapped home the rebound to hand Chile the victory.