Wolfsburg's poor form at the VW Arena has left second bottom of the table, having scored just twice all season, but Sanz claimed the mood in the camp was still positive.
"There was a good atmosphere," he said. "Of course we are all unhappy and surprised with the situation, but we have devised a strategy which we are sticking to and I am convinced that we are heading in the right direction."
That strategy requires a win over Freiburg tomorrow [Saturday], according to coach Felix Magath.
"Everything else does not interest us," he said on his club's website. "We have got to win, there can be no excuses.
"If we achieve that, then we can re-evaluate things, but all that counts now are these three points and the rest has been forgotten."
Magath himself is drawing inspiration from the 2007/08 season in his first spell in charge of the Wolves.
"It seemed like we were going to play the worst first half of a season on record, but then we picked up a few wins before Christmas and, in the end, we just managed to qualify for the UEFA Cup," said Magath.
"Now, like then, we are building a new team and a bit of disturbance and more work is only normal at the beginning."
That building process means Freiburg coach Christian Streich does not know what to expect from tomorrow's [Saturday] match.
"We don't really know who will play for them or what tactics they will employ," he said. "Analysing Wolfsburg is the hardest thing there is."
Streich has enough work on his hands trying to select his own 11 players, with several injuries and the suspension of Karim Guede hampering his plans.
Johannes Flum could return, though, after playing 90 minutes of a friendly match in week, showing he has now recovered from a broken hand.