Supposed A and B are closed sets in the Euclidean space. Show that $\mathbf{(A \times B)}$ is closed.
I tried to derive a contradiction but do not know if I am on the right track.
Suppose $(A \times B)$ is not closed. Let $(a_n,b_n)$ be a sequence in $(A \times B)$ where $(a_n,b_n) \to (a,b)$. Because $(A \times B)$ is not closed, it does not contain its limit points. Thus, $(a,b) \not\in (A \times B)$ implying that $a\not\in A$ and $b \not\in B$. Thus $A, B$ are not closed. A contradiction.
The sequential approach is more suited to a "positive" approach, so not by contradiction.
So you can reason by starting with an arbitrary convergent sequence for the set you want to show to be closed.
Let $(a_n,b_n) \in A \times B$ (so in particular, all $a_n$ are from $A$ and all $b_n$ are from $B$) and suppose that $(a_n, b_n) \to (a,b) \,(n \to \infty)$ in the total space. Then the fact that we have a Cartesian product (so projections are continuous) implies that $a_n \to a$ and $b_n \to b$. The closedness of $A$ then implies $a \in A$, and the closedness of $B$ implies $b \in B$. So $(a,b) \in A \times B$, as required. That then finished the proof.
It's less convenient to reason from "non-convergence" of sequences, as you see in your own attempt. And in general spaces you could use nets (generalised sequences) to transfer this proof to a more general context, and larger products too.