The 15-second video shows pictures of the couple as the Sia track 'Helium' plays, and ends with a message from Sanchez confirming their breakup.
"I wish you the best of the world, it was beautiful to have met you and to share nice moments with you, but we decided that everyone should follow their own path to seek our dreams," it reads.
"I do not usually do this, but I ask respect from those who speak without knowing to hurt, because behind everything there are family and children."
That's how Alexis Sanchez chose to announce the end of his relationship with Mayte Rodriguez. pic.twitter.com/muorFtnxXy— Lucas Sposito (@LucasSposito_) September 5, 2018
Sanchez, who is said to have been dating Rodriguez for several years, was forced to defend the actress last year after angry Chile fans accused her of being partly responsible for their country's failure to qualify for the World Cup.