Sanchez has been heavily linked with Manchester City and Bayern Munich, but would not be drawn on his future when asked following that stalemate with Germany in Kazan, insisting that his focus was on the national team.
And Pizzi has no concerns over Sanchez's ability to switch off from the transfer speculation ahead of Wednesday's semi-final clash with Portugal.
"We think Sanchez is very positive. He's giving his best, like everybody else. We think he's very happy," he said.
"I think everybody would like to be in a similar situation because the best clubs in the world would like to have him, although he is already playing for a great club.
"He's a very responsible person and he knows what he has to do. But right now, he is very comfortable and committed to the national team.
"We think we get better and better when we get to the latter stages of competitions. I'm completely convinced that we'll play a great game."
Team-mate Marcelo Diaz feels the uncertainty will actually help Sanchez to become a stronger professional.
"I've said this a lot. Having Alexis on our team is amazing. He's played so well for so many years. He has so many qualities," said the Celta Vigo midfielder.
"I hope and think he will be able to keep developing and I think his personal situation will help him grow. It will be positive to Chile as we'll have a stronger player when we attack."