She was born in Panama Canal Zone, to her parents, Mona Steele and Gary Steele. Her mother is of Irish and Italian descent while her father is an African-American. Gary Steele was the first to play varsity football at West Point during the mid-1960s. He was also inducted into the Army Sports Hall of Fame in 2013 for his standout career on the Black Knights football and track and field teams.
Sage’s family has lived in several different states and countries, including Greece and Belgium, before moving back to the States in 1984. This is because her father Gary was a part of the Army and he was based in different locations. She has two brothers, Courtney Steele and Chad Steele, senior vice president of media relations for the NFL’s Baltimore Ravens. She holds an American nationality and belongs to mixed ethnicities.