According to Bleacher Report, the 20-year-old Englishman picked four Brazilians - Robinho, Ronaldinho, Neymar and Ronaldo - to play with him.
The Manchester City academy graduate is said to be pursuing a move to England this summer, with Manchester United retaining a keen interest in signing him.
So far, Manchester United have not been able to come to an agreement with Borussia Dortmund over a fee, with the German side not looking to settle for anything less than their initial demand of €120m.
Sancho, though, is clear that any talk of a potential move away from Germany is not going to affect him.
"I try not to look at the media because I think once you start looking at all that it would be easy to get carried away with it. It can affect players." he told Soccerbible.
"For me it's about not looking at those things and just focusing on trying to do the best I can on the pitch. Especially in training. For me it's about improving every single day.
"It's important for me to keep a smile on my face and keep happy. I don't really look at all the noise and all that stuff. I'd rather keep my head down, keep focus and improve every day."
Jadon Sancho excited about future with England
Speaking of the England national team, for whom Sancho started during the 1-0 UEFA Nations League win against Iceland, the young winger said that he was interested by the depth that England possess at the moment, and that he was excited about the future.
He also said that the COVID-19-enforced postponement of UEFA EURO 2020 could work in England's favour, with some of their young stars able to get another full season of club football before a big international tournament.
"I don't mind it being pushed back though. I feel like the England squad has a lot of players who are interesting at the moment. It's going to be interesting to see who makes the squad.
"The players we have now are great and the young players that are coming up now like Bukayo Saka, Mason Greenwood - these guys are talented. It's interesting to see what they're doing week in, week out. They're doing a madness so it's going to be a very tough decision for Gareth Southgate to make," Sancho continued.
"Again it's healthy competition and you've just got to do your thing and everyone is going to be doing their best. It's exciting to see."Published 07 Sep 2020, 15:40 IST