Tottenham got a 6-2 win against struggling Leicester in the premier league.
Sancho provided a cool finish, rounding keeper Danny Ward and slipping the ball home in the 23rd minute after being set up by Marcus Rashford from a Bruno Fernandes break down the right.
League leaders Arsenal scored late to beat Fulham 2-1 in the premier league.
Bengaluru FC went down 3-6 to Leicester City's youth team in the Midlands leg.
Arsenal claimed a first win in six matches in all competitions with defender Gabriel scoring the only goal in 1-0 victory at Wolverhampton Wanderers.
Liverpool had a host of chances, including a Mohamed Salah penalty, but failed to score in the Premier League for the first time in 29 games.
City survived a spirited Leicester City fightback to earn a thrilling 6-3 victory.
Spartak Moscow won 1-0 at Legia Warsaw to secure an automatic last-16 berth.
The victory, Chelsea's fifth from six away league games this season, moved the Blues onto 29 points, six clear of second-placed champions Manchester City.
The result also ended United's record 29-game unbeaten away run in the league as they collapsed in a frantic five-minute spell in the closing stages.