Sancho continues to be linked with a move to Manchester United, where he would have the chance to link up with Rashford at club level.
However, Dortmund have remained adamant that they will not sell the 20-year-old during the current transfer window, with the Bundesliga season now underway.
Sancho was asked by Pro Direct Soccer to name the most skilful player he's played with and he replied: "Marcus Rashford."
The duo have linked up with England since Sancho made his debut for the Three Lions in 2018, with Rashford's debut coming back in 2016.
The London native admitted that Germany wasn't even on his radar when the Bundesliga side originally made an approach.
"I was obviously playing in England, and I would've never thought in a million years that my path would take me to Germany," Sancho said. "So when they came in, I was like, 'This is mad interesting. Am I ready for this mad step to go to Germany or am I not ready yet?'"
Sancho would prove he was indeed ready, making his breakthrough with Dortmund's senior side in 2017-18 before exploding onto the scene the following season with 12 Bundesliga goals and 17 assists. The winger would follow that up with another stellar campaign in 2019-20, scoring 17 goals in the league and again adding 17 assists.
Sancho, though, admitted he may never have become a professional footballer at all if he didn't clean up his act while at boarding school during his time with Watford's academy.
"When I left home in year 7, I think that was the toughest year for me. I had never left my mom or my sisters or anyone," Sancho said. "All I knew was South East London so I didn't know how to adapt. That first year I was getting detention like nearly every week. My head was gone because I was just missing everyone.
"Then I had a wake-up call because in year 8, Watford came to me and said, 'If you don't fix your attitude, we have no choice but to release you.' From there I just changed."