The former West Ham winger made the comment following the Hammers’ 1-0 victory over Bristol City away from home in the FA Cup on Sunday.
It was Senegal international striker Sakho’s goal in the 81st minute that proved to be the difference between the two sides at the Ashton Gate Stadium in the fourth-round tie.
The 25-year-old, who came on as a substitute in the 56th minute, also hit the City crossbar and played generally well.
Etherington, who played for Tottenham Hotspur and Stoke City as well, was impressed with Sakho, but not so much with the overall performance of West Ham.
Sakho, who joined West Ham from Metz in the summer transfer window, has been one of the best players for the London outfit so far this season.
The Senegalese has scored eight goals and created 12 chances in 14 Premier League appearances so far this campaign, while having a pass accuracy of 60% and a shot accuracy of 41%.
West Ham are currently seventh in the league table with 36 points from 22 matches, just four points behind fourth-placed Manchester United.