It has been reported that the former Tottenham Hotspur man hopes to leave Rangers in the January transfer window.
The London Evening Standard has also claimed that QPR are keen on cashing in on Sandro, who joined them from Tottenham in the summer of 2014 and has a contract until June 2017.
Former QPR forward Marsh has taken to Twitter to give his take on the situation.
@standardsport >What's he done for QPR. He should be forced to stay!— Rodney Marsh (@RodneyMarsh10) November 2, 2015
QPR, who got relegated from the Premier League at the end of last season, are not doing so well in the Championship at the moment.
Rangers are currently 12th in the league table with 19 points from 14 matches, five points behind sixth-place Birmingham City.