United star admits he is ‘angry’ not to be at the summer’s showpiece event.
Sanchez, who joined United from Arsenal last January, also revealed he is rooting for Lukaku to fire Belgium to World Cup glory.
Speaking to Fox Sports, he said: ‘I feel angry not to go, we could have been there, but I want Belgium to be world champion for my friend Lukaku.
He is fine, on fire, I hope he is the World Cup top goalscorer.
‘We are talking every day on WhatsApp, we go everywhere together [in England], we talk about what the team lacks.
‘We get along very well. I think Belgium will be world champion.’
On the rebuilding process that faces Chile, Sanchez added: ‘We are not Brazil or Argentina, they have 50 players, we are Chile and it is the reality that until now there is not much spare.
‘We have to put things aside and solve them, it’s not a Bravo, a Vidal or an Alexis Sanchez, we have to put things aside and build.