Jose Mourinho’s side ended last season empty-handed, with even the January arrival of the Chile international forward unable to steer them to silverware.
Alexis concedes that the Red Devils have to deliver, despite taking in a quiet transfer window that saw no new signings arrive on deadline day, with the 29-year-old having moved to Old Trafford in order to challenge for major honours.
He told United Review ahead of a season opener against Leicester City: "The first four or five months were a learning period. Now I want to go all the way, I want to fight for everything. I am preparing myself mentally and physically to face all that lies ahead.
"Now that I know my team-mates, I can focus on what I want to win. I am here to demonstrate the quality I’m here for. The time has come for United to win more trophies. We need to be fighting among the best."
Alexis managed just three goals in 18 appearances for United last season as he struggled to produce his best following a high-profile arrival in the winter transfer window.
Mourinho will be looking to him for inspiration from the off in the current campaign, with the Red Devils aware of the need to hit the ground running if they are to mount a title challenge.
Sanchez added on the approach United must adopt: "As Manchester United… as a big team, pressing forward, and with a desire to win – with the mindset that distinguishes United from others.
"United is a big team. Even though we have improved a lot, we need to keep improving. Now it is time to prove it, to fight for the top spots, and I think this is the season to do it."