The 28-year-old was nervy in Chelsea’s 2-1 defeat to Arsenal, and Rosenior subsequently decided to give Filip Jorgensen a chance to impress against Aston Villa.
Speaking ahead of their FA Cup clash with Championship side Wrexham, Rosenior revealed that Sanchez was ‘really disappointed’ with the decision, but heaped praise on the Spaniard.
He explained: "I've been really honest with Rob. He was really disappointed not to play, which is what I expect from every player, whether they're a goalkeeper or an outfield player.
“But the way Rob responded in training, the way he supported Filip - in the warm-up, in the dressing room - was magnificent."
Discussing whether he has a No.1 goalkeeper, Rosenior added: "For me, genuinely, I look at the goalkeeper position differently for each game. I want there to be competition in every area of the pitch.
“I know, traditionally, if there's a change of goalkeeper, people assume he's now the number one. That's not the case. We will pick - and I will pick - the best team for each game.
“Filip hasn't been waiting - he's been working for his opportunity. I thought he took it really, really well. But Rob has put in great performances as well."