The 23-year-old, who has made 15 caps for Mexico, attracted rumoured interest from the likes of Tottenham Hotspur and Everton over the summer, with the Toffees reportedly seeing him as a priority to strengthen their back line.
While he remained in his home country, Everton's interest in the full-back is said to be rumbling on, and Sanchez expressed his pride at being touted for a major move.
Speaking to Mediotempo, the 23-year-old said: "I am doing well. I am working humbly, with my feet on the ground and working hard to become a starter [at Club America] and to earn a place in the national team."
"I must continue with the same desire and it motivates me to hear my name mentioned in Europe, which is a dream I want to fulfil."
With 32-year-old Seamus Coleman currently operating as the only specialist right-back in the senior Everton squad, forcing centre-back Ben Godfrey to deputise during the Irishman's injury troubles, Rafael Benitez is said to be keen on strengthening the right-hand side, with the 23-year-old Mexican remaining a target for the Toffees.