Manchester United confirmed that Sanchez was unable to travel due to 'personal administrative issues.'
According to the 'Daily Mail' he is still hoping to receive a visa waivor, which would see him join the tour late.
Reportedly, Sanchez was unable to get a visa due to a suspended prison sentence for tax fraud.
In February, he was charged with defrauding the Spanish treasury of £885,000 while playing for Barcelona in 2012-13.
United manager Jose Mourinho, Cristiano Ronaldo and Lionel Messi were also investigated by the Spanish authorities for similar charges.
Sanchez agreed to pay back the money and was handed a 16-month suspended prison sentence.
In the meantime, United will kick off their tour against Club America in Arizona, and also have matches in Santa Clara, Los Angeles, Detroit and Miami.