On July 28, 2013, she drove the pace car for the NASCAR Sprint Cup Series Brickyard 400. During the pace laps at the beginning of the race, she was bumped in jest by 6-time Sprint Cup champion Jimmie Johnson.
Steele is the daughter of Gary & Mona (O'Neil) Steele. Mona is of Irish and Italian descent, Gary is African-American, and was the first to play varsity football at West Point during the mid-1960s. Steele was inducted into the Army Sports Hall of Fame in 2013 for his standout career on the Black Knights football and track & field teams. Steele has two brothers, Courtney and Chad, who is the senior vice president of media relations for the NFL's Baltimore Ravens. Sage has three teenage children.