She became the first Mexican female athlete to earn medals in three different Olympic Games.
Fencing, swimming, horse riding, shooting and running, all the events taking place on the same day.
Sánchez took the podium after a good performance, totaling 532.70 points.
The race walker won the second medal for Mexico at Rio Olympics.
The boxer from Parral, Chihuahua won the Mexico's first medal at the Olympics.
U.S. overwhelmed the last-placed Mexicans in straight sets (25-23, 25-11, 25-19) in their last preliminary game.
Defending champion Mexico has been eliminated from the men's soccer tournament after 1-0 loss to South Korea.
On Tuesday she reached the semi-final of the women’s single sculls by securing third place behind New Zealander Emma Twigg and Czech veteran Miroslava Knapkova Topinkova.
Lombardo Ontiveros and Juan Virgen will face the U.S. team next Tuesday and Tunisia on Thursday, in search of a ticket to the second round.
Mexico's leading striker Oribe Peralta has left the Rio Olympics after breaking his nose, with midfielder Rodolfo Pizarro also returning home with a broken leg.