Speaking to L'Équipe, Sage confirmed no Lens players had yet joined his squad since he left the French club to take charge at Selhurst Park, but stopped short of closing the door on a move.
"For now, none," he said when asked about potential recruits from his old side, while insisting the absence of midfielder Mamadou Sangaré from a recent Lens friendly had "nothing to do with us."
According to the same report, Palace are closely monitoring two of Lens's standout performers from last season: centre-back Ismaëlo Ganiou, who established himself in the club's back three following an injury to Jonathan Gradit, and Sangaré, though the Mali international is understood to be further along in discussions with Brentford at this stage.
Both players enjoyed outstanding campaigns as Sage led Lens to second place in Ligue 1, Champions League qualification and the club's first-ever Coupe de France triumph before his move to south London, where he replaced Oliver Glasner after a Conference League final win last season.
Elsewhere at Selhurst Park, the club confirmed defender Nathaniel Clyne has left after his contract expired, ending a South London career that spanned 252 appearances across two spells.
Clyne graduated from Palace's academy and made his senior debut as a 17-year-old substitute in a 3-0 win over Barnsley in October 2008, going on to make 137 appearances before a 2012 move to Southampton. He went on to win 14 England caps and reach two European finals during five years at Liverpool before returning to Selhurst Park in 2020, since when he has helped the club stabilise in the Premier League and become part of a history-making squad that won the FA Cup in 2024/25 and the Community Shield the following season, as well as making three Conference League appearances during Palace's run to glory in Leipzig.
"The last few seasons have given me some of the best days of my life," the 35-year-old told Palace TV.
"I'm proud of these achievements, proud of myself and the football club. When I started at Crystal Palace we were in the Championship. Now the club is playing European football, having nights like we did in Leipzig. I'm just so happy that I've been a part of that, it's meant so much to me and my family. I just want to say thank you to the fans, thank you to the staff and all my teammates for helping me achieve this."
Clyne's final appearance for the club came on the last day of last season against Arsenal at Selhurst Park.