Sage moved to Paris in March 1937 and rented a luxurious apartment there. In early 1938 she saw the International Surrealist Exhibit at Galerie Beaux-Arts; consisting of 299 pieces by 60 artists from 14 countries. She was especially struck by the paintings of Italian artist Giorgio de Chirico, which featured what Magdalena Holzhey, in a book devoted to de Chirico, calls "empty squares and receding depths, shadowy arcades and soaring towers." Sage bought one of de Chirico's paintings, "La Surprise," and kept it all her life.