Born in Concepción, Bío-Bío Region, Sanhueza started his career at hometown club Fernández Vial before moving to Everton, where he would spend an entire season.

After Vina del Mar team's relegation, he moved to crosstown rivals Santiago Wanderers, led by Jorge Garcés, where he helped to win the 2001 league title.

[4] After another four seasons playing for Colo-Colo where he won four league titles as captain, in December 2010 he wasn't considered by coach Diego Cagna and the club held a farewell for him during a press conference.

[1][5] In 2011 Sanhueza moved to Deportes Iquique, freshly promoted to the top division after failing to join Chinese Super League side Changchun Yatai F.C., being only 20 days in this country.

[9][10] In April 2023, Sanhueza joined amateur club Colo Colito from Concepción, at the same time he performs as a football commentator at radio level.