The Gunners forward has endured a somewhat disappointing second campaign in England.
The Chilean has endured a disappointing second campaign in England so far after an impressive first year following his move from Barcelona.
Much of that has been down to a lack of rest after starring in Chile’s Copa America while a long-term injury in the middle of the campaign has not helped his cause.
And he admits that Arsene Wenger tells him to rest, but he has no intention of doing that.
“I always want to play and to win because football's my passion, it's my life,” he told arsenal.com.
“That's why every time we win, I'm really happy. I can't be happy with drawing or losing a match. It actually makes me really sad when that happens.”
“The manager sometimes says to me, 'Have a rest' but I don't want to rest. I'd rather go home and do a bit of gym and exercise in my house to maintain my form.”
For now, the Gunners will be hoping Sanchez can recapture some of his previous form as they try to save an ailing season.
They are currently third in the table and 11 points behind leaders Leicester City, having been level with the Foxes at the top of the table at the end of December.
That has seen the pressure increase, especially on manager Arsene Wenger, but a return to form from Sanchez and a late, unlikely push for the title could see that turned around.