The Giants had been 0-5 in interleague road games until winning the series finale.
Sanchez hit a three-run homer, ending a drought of 196 at-bats without a home run since last Aug. 4.
Burrell added a two-run shot. He has three homers in 41 at-bats since signing with the Giants; he hit only two homers in 84 at-bats before being cut by Tampa Bay.
Denny Bautista (1-0) pitched 2 1-3 innings of scoreless relief for the win. Brian Wilson got the final out for his 19th save.