But he is increasingly hopeful he won't have to make one.
Sainsbury believes he is close to breaking through for his Inter Milan debut after moving on loan to the Serie A powerhouse from Chinese side Jiangsu Suning in January.
It was a shock transfer that bemused many in Italy and Australia, primarily because it was forced by changes to the Chinese Super League's foreign player allowances and made convenient by the fact the clubs share the same owners.
Sainsbury is yet to be used by coach Stefano Pioli despite making Inter's bench six times but said he was starting to feel like he belongs.
"I don't feel like I have to prove anything to anyone. The biggest hurdle I have to climb is myself," he told reporters in Tehran ahead of Thursday night's (AEDT) crucial World Cup qualifier against Iraq.
"Physically I'm OK. Tactically I have to get used to what the team is like - the Italians love defence.
"But if I wasn't near the right level I wouldn't be on the bench."
Sainsbury has lapped up the experience so far, enjoying all the fringe benefits that come with playing for one of Europe's most famous clubs - including the treatment extended to players' cars, which are cleaned, perfumed and topped up with petrol whenever they come back from away games.
"You get treated like an absolute god," he said.
The 25-year-old has not played a competitive match since October last year, and Socceroos coach Ange Postecoglou said he took a punt on Sainsbury by including him in his squad for this month's qualifiers.
He looms as a likely starter at centre-back against Iraq but with match minutes such an important commodity and so many important international assignments to come this year, Sainsbury concedes the clock is ticking.
"Game time is important - we all know that - so I just have to keep training hard and try to force the coach's hand," he said.
"(If not) it definitely won't hurt my CV. Who's going to turn down Inter Milan?
"Hopefully someone will see what I can offer their club and a move to (somewhere else in) Europe will be on the cards.
"I've tasted Europe before, Australia, China - Europe is where I get the burning passion to better myself."