Last week, the 23-year-old shot stopper became the first Indian to play for a top-tier European club after making his debut for Stabek FC in a Norwegian Cup tie against Runar.
"Actually, I started with cricket for couple of days in my childhood because my dad loves cricket and I thought it would not be bad to try," Sandhu told Reuters in an interview.
"So I tried it but didn't find it interesting. There was a football academy in my school and the coaches picked me and I joined in."
His parents did not object after they discovered their son was working hard and doing well in the sport.
Cricket is almost always the first choice sport for youngsters in the world's second-most populous country, which ranks a lowly 147th in the FIFA rankings.
India, with a population of 1.3 billion, in the past had players like Mohammad Salim, and former captains Baichung Bhutia and Sunil Chhetri ply their trade in Europe but their stints were all for lower league sides.
Last year, Sandhu left East Bengal, one of India's most successful clubs, and joined former Norwegian champions Stabek on a three-year contract and is currently the second-choice goalkeeper behind Ivory Coast international Sayouba Mande.
"Never ever did I dream of playing in Europe," he said by telephone from Baerum, in the Western suburbs of Oslo, after returning from morning practice.
"Since I joined East Bengal, I started to think about it.
"Some people came to me and said I can make it. I thought if people are trusting in me then I should do it."
HIGHER LEVEL
The wait to discover if he belonged at European level was a long and difficult one for Sandhu but he knew it was not impossible.
And the lanky keeper's debut could have not been more satisfying as he kept a clean sheet in Stabek's 6-0 thrashing of Runar.
"It was hard to match the level of the game here when I arrived last year," he said. "It took a lot of time, a lot of training and a lot of patience.
"It is a lot different (from India). The speed is higher, the quality of players you face is higher and everything is on a higher level."
When not involved in matches or training, Sandhu spends his spare time playing video games or watching television. He has also had to learn to cook and prepares Indian food everyday.
Sandhu, who feels he has improved mentally and physically and become a little quicker since arriving at Stabek, wants more players to leave India and ply their trade overseas.
"That's the only way we are going to be a good national football team. Players need to step out and see how it is outside," he added.
The Indian is also ready to fight with Mande for more playing time.
"He has been here for three-four years and has been getting the kind of training I got from last year. So he's ahead of me in that point," Sandhu said.
"I am trying to match him every single day and I think I am getting there. There are small details which will come automatically when I start playing more."
(Editing by John O'Brien)
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