Sanchez has often looked exasperated at his teammates and the club's recent form, which has seen the Gunners drop out of the Premier League's top four and suffer elimination from the Champions League.
Speculation over the 28-year-old's future continues to rumble on too as he approaches the final year of his contract, and Bellerin admitted that he is usually the player to show frustration first if things are not going the team's way.
"He wants to train hard every day, not just what we have to do on the pitch but outside of it. Sometimes he's the first one to tell other players when we're not giving 100%," he told Arsenal Player.
"He's a leader, we have loads of leaders in the dressing room but he's the first one to get frustrated. Everyone sees that when he's not happy he's very expressive.
"Some people don't show it as much as him, but when we lose or things don't go well everyone gets frustrated. But it's true that Alexis is a true fighter, he's got a great winning mentality and that's why things are going so well for him."
Sanchez is the only Arsenal player to have featured in all 29 of their Premier League games this season and also leads the club's scoring charts with 18.