The Chile international was thought to be on course to join Manchester City in the January transfer window, but ended up at Old Trafford from Arsenal.
Since making the move, the former Barcelona star has struggled to impress having scored just one goal in 10 appearances in all competitions.
Sanchez was anonymous once again on Tuesday night as the team crashed out of the Champions League in a 2-1 defeat to Sevilla in the second leg of their last-16 tie on home soil.
While speaking to BT Sport, Scholes said: "[Sanchez] gave the ball away so often and his manager has to see that in the 10 games he has played, he has not been good.
"He needs to choose his best front three and be brave enough to leave one out. At the moment, Sanchez is the one to leave out."
United can now only focus on the top-four race in the Premier League and the FA Cup.