Sánchez was born in San Juan, Puerto Rico, the youngest of four siblings, having three older brothers. She received her primary education in San Juan. At a young age, she showed an interest in both dancing and acting and would put on shows for her family. Sánchez enrolled in the University of Puerto Rico, where like her father and brothers she was to study marketing. However, this was not her calling and after three years she left the course. In 1991, at the age of 18, Sánchez moved to New York City, where she took classes in dancing, acting and singing. She returned to Puerto Rico, and in 1992 she made her movie debut, having landed a small part as an island girl in the movie Captain Ron, which was partly filmed in Puerto Rico, starring Martin Short and Kurt Russell.
