The home side, competing in a global finals for the first time, were beaten 2-0 at Al Bayt Stadium, as the only Middle East World Cup in history kicked off in earnest.
Ecuador captain Enner Valencia struck both goals in the first half in Al Khor, just north of Doha, with Qatar disappointing for most of the match.
They became the first host nation in World Cup history to suffer defeat in their opening game.
“There’s no excuse. We want to congratulate our opponents, they deserved to win,” Sanchez said.
“There is a lot of room for improvement. Maybe the responsibility and nerves got the best of us. We didn’t start well. It was a terrible start, actually.
"Our nerves betrayed us. We were unable to string together four passes in a row. Also, many defensive gaps. The team was not balanced and that hurt us a lot.
“When you play against a team of this level … you pay for it."
Qatar World Cup 2022 opening ceremony - in pictures
The night began with a colourful opening ceremony featuring Oscar winner Morgan Freeman, but ended with the stadium emptying quickly towards the conclusion of the match.
Asked about the largely empty seats in the final 10 minutes, Sanchez said: “Truth be told, I have enough work to do to look at it.
Royals at Fifa World Cup in Qatar - in pictures
“We felt backed and supported and we hope for the next game, people will feel prouder and keep supporting us to the end of the tournament.
“The atmosphere was great. People were very much looking forward to this game. We knew [defeat] could happen and the result can sometimes be difficult.
"We will try to learn from today and I’m completely sure we will make people feel happier with our performance. People know that we can give more.”
Qatar play Senegal next in Group A on Friday.
The African champions, without injured Bayern Munich forward Sadio Mane for the tournament, open their campaign on Monday against the Netherlands.