Sane, who cost City a reported fee that could rise to £46.5 million (A$76.73 million), scored five goals in the Premier League as City ended Pep Guardiola's first season in charge without a trophy.
The 21-year-old winger is also a full Germany international and was part of his country's squad at EURO 2016, although he missed the FIFA Confederations Cup through injury, and Sane says his rapid development makes him feel like he is in a film.
"My journey in the last few years has been incredible," Sane told Omnisport. "Since I started playing regularly in the Bundesliga it all happened so fast.
"Then I became a starter at Schalke, played my first international game and also took part in the European Championships.
"The next year I had some offers from abroad and took the step towards Manchester City and had another great year.
"It's like being in a film and that's a great thing."
Sane's former Schalke team-mates Eric Maxim Choupo-Moting and Sead Kolasinac have moved to the Premier League this season, joining Stoke City and Arsenal respectively, and the winger believes he could one day return to the Bundesliga club.
"I heard yesterday or today, Choupo-Moting also came to England. Sead Kolasinac is also is in England now; I met him already in London," Sane said.
"They are all great people and good friends. I still contact them and even the physiotherapists. I visited them a couple of times last year, to check how they are doing.
"Schalke is a great club and I had my professional debut there. I am very thankful for them, I came from the youth section and had really great years there.
"I had contact with [Choupo-Moting]. I congratulated him and said that I'm very happy for him, that Stoke isn't that far away and that we can see each other. I also wished him luck and told him that he made a good decision. The Premier League is a great league.
"I won't say 'never' to [returning to] the Bundesliga. I think that I could come back to the league some time. Probably to Schalke, but that's not even for debate."