The Chilean striker accepted a 16-month suspended jail sentence in Spain earlier this year for tax fraud.
Manchester United are thought to be hoping that Sanchez will be granted a waiver to enter the country which would allow him to join the squad in the coming days.
The Chilean striker was missing when Jose Mourinho and the rest of the United squad flew out from Manchester Airport to Los Angeles on Sunday.
United face Club America in Phoenix, Arizona, on Thursday in their opening pre-season fixture, and will play five matches, including games against Liverpool, European champions Real Madrid and Italian side AC Milan.
Daley Blind, who is understood by Sky sources to be closing in on a £14.1m transfer to Ajax, was also missing along with the 12 United players who featured at the World Cup in Russia.
France World Cup winner Paul Pogba will not be joining the tour along with David de Gea, Romelu Lukaku, Marouane Fellaini, Marcus Rashford and Jesse Lingard who will all be given extra time to rest following their exertions.