It was a disappointing evening for the Baggies as they lost 2-0 and had a penalty claim turned down.
Pulis also believes that Sanchez, who was making his first Premier League start of the season, should have received a caution for diving.
"Sanchez dived for the first free kick, and that is cheating," the Daily Mail quotes Pulis as saying. "We don't get any reward for being honest. It could have been [Mustafi] sent off as well. Everybody has seen what's happened. I think if you want to make an example of something I think Sanchez, the first free kick he gives on the edge of the box Sanchez actually dives and he should be booked for diving in my opinion.
"I think the decisions that were made tonight it's lovely the viewers can watch them. Sanchez should get booked in the first couple of minutes for diving on the edge of the box. There's no-one near him and the referee gives a free kick.
"Then obviously that's a penalty. If the lad's the last minute then not only is it a penalty then it should be a sending off. People say Rodriguez has been too honest and is honesty the thing to do? We haven't had a penalty for over a year now, so the facts are the facts and I'm just pleased everybody's seen it."
The Baggies sit 12th in the Premier League table after winning two, drawing two and losing two.