Jiangsu drew the second leg 2-2 at home meaning Guangzhou Evergrande lifted the trophy on away goals after the first leg ended in a 1-1 draw.
Sainsbury and his teammates were furious with the referee after he failed to award a 96th minute penalty to the home side.
Meanwhile, Brent McGrath has scored his firs goal for Esbjerg fB with a 90th minute equaliser in his side's 2-2 draw with Nordsjaelland.
The former Adelaide United striker was on hand at the back post to head home a corner.
Fellow Aussie Awer Mabil manged to play 90 minutes and set up Esbjerg's opening goal, but the 2-2 draw means Esbjerg still remain bottom of the Danish league.
McGrath wasn't the only Aussie on target with 23-year-old Brisbane born Kenny Dougall striking for Sparta Rotterdam in the 81st minute as they drew 2-2 with Roda JC.
Dougall was joined by Craig Goodwin as they both played the full 90 minutes for Sparta.
Elsewhere, Tom Rogic scored a brilliant opener and lifted the Scottish League Cup with Celtic. Both Adam Federici and Brad Smith started for Bournemouth in their 3-1 loss to Arsenal. James Jeggo played a full 90 minutes in Sturm Graz's 2-1 win away to Rapid Wien in Austria.
