Ange Postecoglou's Socceroos finished second in Group A after a 1-0 loss to the Koreans in their third game.
Australia played some of its best football in the tournament on a hot and humid night in Brisbane and did not deserve to go home empty-handed.
But the highly positive performance, that on any other day would have resulted in a victory, was not lost on central defender Sainsbury, who plays for PEC Zwolle in the Netherlands.
"I can only speak for myself but funnily enough after the 1-0 loss to Korea I said to myself this team is going to win the cup," said Sainsbury, who was one of several success stories to come out of the three-week tournament.
"Even though we did not score we had enough opportunities to win two games.
"The game gave us the belief that this team could do something special."
Australia went on to win its first major men's international honour by turning the tables on the Koreans and win the trophy with a stirring 2-1 victory in the final in Sydney.
Sainsbury always had confidence in Postcoglou's 'cultural revolution' since the coach took over from Holger Osieck in late 2013, even when the team was not winning games and confidence among the fans was waning.
"We never lost the belief in what we were trying to achieve," the defender said.
"Ange is a very good motivational speaker. He always believed in his methods and he carried this on to the players whenever we got into camp.
"I don't think we ever had any doubts that we were not going to be successful in what we did.
"We knew that if we kept putting in the work we would make progress and win the cup.
"Rome was not built in a day, after all."
Sainsbury, who has emerged as one of the Socceroos' key players after a stellar performance in the Asian Cup, was called up for his first national camp by Osieck in 2013 but he failed to kick a ball in anger during the German's reign.
The 23-year-old, who was playing for Central Coast Mariners at the time, was perceived to be too casual or laid-back in his approach and this may have been the reason for being overlooked.
"I think it comes down to knowing your players," Sainsbury said.
"Whatever the reasons Holger had for not picking me I was told it could have been due to my laid-back attitude but I don't know about that.
"I was told by coaches in the past that if ever I go on trial somewhere I was not going to succeed because of the way I am perceived.
"It's not the attitude (during training or playing) but because of my body language, apparently.
"It was something I was told I had to work on.
"But I have not changed one bit and it worked out for me in the end."
Sainsbury can look forward to a rewarding Socceroos future now that he has established himself in the Eredivisie, a strong championship that should serve as the perfect stepping stone for better things to come.
"Zwolle is going well and we are chasing a spot in Europe even though we have hit a bad patch and lost four in a row," he said.
"Personally it's been a bit of a mixed bag. I have a good game then I get injured, that sort of thing.
"It can be frustrating but I'm playing in central defence which is where I prefer to play."
