The Spanish right-back hailed the Gunners forward, saying he is always the first to call someone out and challenge them to give more.
The 28-year-old has worn his heart on his sleeve throughout this season, and his frustration at poor performances has been there for everyone to see.
Sanchez cut a forlorn figure when Bayern Munich hammered Arsenal 5-1 at the Allianz Arena and speculation about his future at the club is widespread.
But Bellerin’s comments suggest that this is simply the Chilean’s character as he often shows his frustration, even behind the scenes at the club.
Speaking to Arsenal Player, Bellerin said: “Sometimes he’s [Sanchez] the first one to tell other players when we’re not giving 100 per cent.
“He’s a leader, we have loads of leaders in the dressing room but he’s the first one to get frustrated.
“Everyone sees that when he’s not happy he’s very expressive.
“Some people don’t show it as much as him, but when we lose or things don’t go well everyone gets frustrated.”
Sanchez’s attitude and perceived ‘sulking’ at results going against Arsenal has been both criticised and praised in recent months.
Saluting his desire to win on Match of the Day, Jermaine Jenas said: “He’s well within his right to be upset about what is happening with Arsenal this season.”
To which Neville added: “He’s the only one who has any fight in the team.”