But the Spaniard said the Asian champions' project will continue as they look towards the defence of their continental title on home soil probably next year.
Qatar were the first team to be eliminated from the tournament following defeats by Ecuador (2-0) and Senegal (3-1).
"It's just a statistic. Statistics can be used in any way. We didn't plan to reach the last 16 or the quarter-finals. We are realistic and we just wanted to compete in a good way," he said after Tuesday's match at Al Bayt Stadium.
"We won the Asian Cup, which is a great achievement, and in the World Cup the team went through good and bad moments.
"I think we played well against Senegal and the Netherlands, but in the first match against Ecuador, we were not at our usual level and could not compete.
"There is no time for rest. There is a plan and the project will not stop and is not linked to me alone. We will prepare for the Asian Cup," Sanchez added.
Qatar will also host the Asian Cup, which is expected to take place in 2023 or early 2024.
Regarding his future, he added: "There is nothing specific. It is time for reaction, but there are no decisions."
Despite the modest performance of the Netherlands, they scored twice from four shots on goal.
"We played a difficult match against a team that is definitely a favourite to go far, but we competed," he said.
"I would like to thank the fans for their support and for coming in large numbers to enjoy a match against an elite opponent despite the elimination."
