For those who say it is impossible, is say watch this:
I found the sansmathfonts package (sansmathfonts documentation - CTAN), which in there documentation addresses this exact problem.
From their documentation:
The Computer Modern font family has a sans serif typeface. However,
compared to the serif typeface, it is incomplete: there are no sans
serif small caps or math fonts. Furthermore, the bold slanted font is
not available as an outline font. This leads to highly unsatisfactory
typography of documents that use sans serif for the body text. The
sansmathfonts package provides these “missing” fonts.
So to get a "complete" sans-serif font, just add these two lines in the preable:
% Set sans-serif font (with small caps option and math option)
\usepackage{sansmathfonts}
% Apply font throughout the whole document
\renewcommand{\familydefault}{cmsmf}
Anyhow, please make sure to comment out any other font packages, like for example
%\usepackage[T1]{fontenc}
%\usepackage{microtype}
%\usepackage{lmodern}
Note: This font also changes the math style to sans-serif. If you don't want that, I found that it works to add
\usepackage{lmodern}
after, the sansmathfonts package. (But I think a fitting math font is prettier.)
If you want any other fonts check out The Latex Font Catalogue