The Argentine has claimed that he would give the Chile international a "good kicking", and his initial reaction to United signing Sanchez in January was shock.
Speaking to TyC Sports, Rojo said: "Alexis is a great player, but we didn't used to get on out on the pitch. Every time we came up against one another, whether in internationals or when United played Arsenal, I would give him a good kicking - and he did the same to me.
"On top of that I used to insult him, and he would reply in kind. So when I learned that he was going to join United I said, 'Oh, fucking hell, no, now this guy's going to be here'."
Rojo has made just 10 appearances in all competitions this season.