Sanchez completed 125 passing yards during the game, but was also intercepted by Ziggy Ansah, who returned the ball for a touchdown during the 26-17 defeat.
He told the team's website: "Those kind of things happen. You try to avoid them, and then when that stuff happens, you've got to bounce back.
"I was proud of the way the whole team didn't flinch. The touchdown drive was perfect. We spread the ball around a lot. I thought [Jeff] Cumberland made a hell of a move on the guy and made a great catch."
The Jets will face the Jacksonville Jaguars in their next pre-season fixture.