Born in Madrid, Sanz was a product of Real Madrid‘s youth system and, after a quick loan stint in Chile, first appeared with the main side on 2 March 1996, playing nine minutes of a 5–0 home win against UD Salamanca (José García Calvo, another centre back from the youth ranks, also played his first La Liga game that day). He finished the season with 13 appearances, playing a further six matches in the following as the club was crowned league champions.
Sanz was also part of their UEFA Champions League victory in 1997–98. However, despite being the son of Lorenzo Sanz, the president of the club at the time, he never really managed to hold up a regular first team spot at Real.
For the start of the 1999–2000 season, Sanz signed with Málaga CF. On 8 September 2001 he scored his first goal as a professional, in a 1–1 draw at his former employers. That season, the Andalusia side finished 10th and he helped it win the subsequent Intertoto Cup, which eventually led to a UEFA Cup quarter-final run, with the player appearing in eight complete games.
Sanz retired from football in 2006, after Málaga’s relegation, with 240 matches and five goals in the top level to his credit, immediately becoming president of the club after his father bought 97% of its shares. After four years, he resigned on 27 July 2010, as the club was sold earlier in the summer to a Qatari investor.
His older brother, Francisco (commonly known as ‘Paco’), was also a footballer. He played as a professional for Real Oviedo, Racing de Santander and RCD Mallorca, totalling only eight top division games in five seasons.