The Frenchman was dismissed on November 12 after less than five months in charge, bringing a premature end to his first experience of managing in the Premier League.
Sage arrived in London in June after leaving Lens, where he had enjoyed an impressive spell in French football. However, he was unable to turn Palace's results around and left with the club at the bottom of the Premier League table.
The decision followed a 3-1 home defeat against Liverpool, Palace's fourth consecutive league loss. Sage had secured only two league victories from his ten matches in charge, with the team conceding 24 goals.
A few days after the announcement of his departure, the 47-year-old chose to address supporters directly through social media. Rather than discuss the circumstances surrounding his dismissal, he focused on thanking those he had worked alongside.
"To all Palace fans, members and players, I just wanted to thank you for the moments we've shared.
"I wish the club, the team and all of you all the very best!
"May the club's colours shine on forever…" he wrote.
The message was brief and respectful, with Sage offering no criticism of the club or explanation of the events that led to his departure.
His appointment had represented an important opportunity to take his coaching career into English football after his work at Lens and Lyon. The short-lived spell at Palace means he will now look for another opportunity to continue his managerial career.
Three members of his coaching staff also left the club following the decision, with Palace beginning the search for a new manager.
Despite the disappointing results, Sage's final message made clear that he wished the club and its supporters well as they move forward without him.