Pep Guardiola’s side dropped only four points in their opening 15 games before their defeat at Stamford Bridge.
It was City’s first league loss since they were beaten by Manchester United on April 7.
“It is always kind of annoying and it hurts, to lose especially a big game,” Sane told Sky Sports.
“We were really disappointed because even at the beginning the game looked in control and we had quite a few chances.
“I think everyone could see again that at a high level it is really difficult and hard to play. I think this game was a little bit of a wake-up call, but we are still really hungry, everything is still really tight, and still kind of early.
“I think sometimes we make some simple mistakes in our game, like simple passes when we are not really awake, or 100 per cent focused on the beginning, we can lose and miss goals.
“Those kinds of things can sometimes create some difficult times, create chances for other teams and they get confident. We have to be more focused on our game, to use our chances also at the front, to create more hunger. I think we improved already a lot this season again.”
