There are a couple of issues here. One is an actual sect (something that differs in theology) versus a madhhab (school of thought, codified set of rules on how they approach fiqh). I don't know which you're asking about, so I'll talk about both.
A sect differs in aqedah (belief, theology). This includes groups like the Khawarij, who existed at the time of rasulullah.
Referring to sects, rasulullah said: "You will divide into 72-73 (depends on the narration) sects like the nations before you, all of them will be in the Fire except one." (Source: Abu Dawud) The one refers to "At-Taif Al-Mansoorah," the saved sect, aka. the teachings of rasulullah and then his companions and then the scholars of Islam. In Sunni Islam, we believe that we are that one saved sect, because we are on the fitrah of Islam, and on the teachings of rasulullah (his sunnah).
As for mathab/madhab/mazhab, this refers to a scholarly division in usool-ul-fiqh. The four popular ones, as well as many others that did not survive, are all headed by scholars who approached fiqh (deriving rulings) with a certain methodology. Different madhabs used different methodologies; those are not considered sects.