The Blues have secured Champions League Round of 16 qualification already but need another point to guarantee finishing Group F top.
Germany winger Sane, however, says the Blues want to bounce back quickly from the weekend loss to Chelsea.
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“We still have a target against Hoffenheim to win the game and finish top,” said Sane.
“We want to finish first and hopefully look good for the Round of 16 draw - it’s important we win and end the group stage strongly.
“Even more so because we lost at Chelsea on Saturday and didn’t start the group stage very well.
“We have to always show up in every Champions League game we play because if you don’t, you will pay the consequences.
“In our mind, we are starting from scratch and that’s how we’ll approach this game.”
Finishing as group winners would mean the Blues could only be drawn against a side that finishes runners up of their group.
But with so many strong sides sitting second in their group – or likely to finish runners up – Sane says it could be a marginal advantage, but that marginal advantages can mean everything in this competition.
“It’s always difficult and whether you finish first or second, you are guaranteed a tough opponent,” said the 22-year-old.
“This was a difficult group and the Champions League is always different from the Premier League where you can drop points and still have time to recover – in this competition you need to get it right because there are less chances if you don’t.
“You have to be there, each time you play and be in the moment – if not, you will be knocked out.”