Sage bumped into Beckham at a musical in London this week, where the subject of the former Real Madrid and Manchester United midfielder's playing future was a hot topic.
The Glory were seen as the keenest pursuers of Beckham, who finished up a playing stint in the US earlier this month.
"I got the chance to chat to David, and of course I asked him about coming to Australia," Sage told the Football Federation Australia website.
"He looked me in the eye and basically said, 'That would be nice, but it's too far away from my businesses'.
"It would have been great to have him at Perth Glory, but it looks like that won't be happening. I just don't think he'll be coming to Australia, full stop."
The Glory, Melbourne Heart and Central Coast Mariners all expressed interest in bringing Beckham to the A-League for a 10-game guest stint.
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