If we have $n\geq 5$ and let $N\lhd S_n$ with $N\neq 1$ and consider $N\cap A_n \lhd A_n$.
Now as $A_n$ is simple we have that $N\cap A_n=\{1\}$ or $N\cap A_n=A_n$
Now is $N\cap A_n=A_n$ then $N=A_n$ and we are done.
Else we have that $N\cap A_n=\{1\}$. Now if we have that $|N|\geq 3$ then we have a contradiction as the composition of two odd permutations is even so we assume that $|N|=2$
I am now unsure as how to proceed?