Sanchez and Messi were team-mates at Barcelona from 2011 to 2014.
The duo won six major trophies during their time together at the Nou Camp, with Messi also claiming two Ballon d'Or trophies in that period.
Since joining Arsenal Sanchez has found winning trophies harder to come by, with the FA Cup so far his only title with the Gunners.
Alexis Sanchez has heaped praise on Barcelona star Lionel Messi
And he has now revealed what he has learnt from his former team-mate Messi.
"I think he has an incredible winning mentality," Alexis told Arsenal Player.
"He says 'Here I am and I am the best'. That attitude means not only that he’s a brilliant footballer but also that he can get better.
Where could Alexis Sanchez go next? Thu, March 30, 2017
Where could wantaway Arsenal striker Alexis Sanchez go next?
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Where could Alexis Sanchez go next if he leaves Arsenal?
Alexis Sanchez and Lionel Messi were team-mates at Barcelona between 2011 and 2014
"He has such a strong mental attitude and when he steps on the pitch he declares 'I'm the best and I'll prove it'.
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"That's how players should be. That's how I feel and I’m sure plenty of other players are the same.
"You want to be the best because you want to show that you are the best. You have to think like that.”