The Socceroos need a positive result from their next Group C match against the Danes in Samara on Thursday to keep their hopes of reaching the knockout rounds alive.
Sainsbury, a rock in defence during the gallant 2-1 loss at Kazan Arena on Saturday, said the team had enjoyed soaking up the plaudits from French players and fans back home.
"I think honestly coming away from the France game it sort of refuelled us, knowing that we can tango with the best, I guess," the tall central defender said.
"I know the boys are still running on a high at the moment and I don't think that's going to change until the last game against Peru.
"I think we won a bit of respect from our own country, our own fans as well.
"Obviously we got a few plaudits from the France team and a few other people around the world. So it was nice but I think at the same time, we knew we had those performances in us."
Dutch coach Bert van Marwijk has had only a handful of games to imprint his vision for the Socceroos since taking the reins in January.
One of his innovations, pushing stalwart midfielder Mark Milligan back to partner with Sainsbury at central defence, has proved effective after initial teething problems.
"I actually haven't played that many games with Millsy," the Switzerland-based 26-year-old added.
"But at the same time we've got a core of players that have been together so long that we probably know each other better than our wives do.
"So it's nice to have players come in and take up different roles in the team but you know they're going to do the job for you."
Denmark and their star midfielder Christian Eriksen, who defeated Peru 1-0 in their opener on Saturday, will provide another stern test for 36th-ranked Australia, the lowest rated team of the group.
Tottenham playmaker Eriksen had a quiet outing against the South Americans but still made a decisive intervention, threading the pass that set up Yussuf Poulsen's goal.
Sainsbury said the Socceroos were not worrying about Eriksen, particularly.
"They've got a great team of players, not just an individual player. They've got players playing in top leagues around the world," he added.
"So it's not just one threat that we've got to look out for."
(Editing by John O'Brien)
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