Lage was fired by Benfica following their Champions League loss to Qarabag the previous night.
The team's president, Rui Costa, has stated that a new coach will be appointed before the weekend.
Lage has acknowledged that he expects Jose Mourinho, who was recently released by Fenerbahce, to take over as the new coach.
He stated, "The most important thing is to wish Benfica all the best. We've worked hard since the start of the season with a revamped squad, but unfortunately, internal and external constraints have prevented us from moving forward."
Lage also wished the next coach good luck, saying that they will certainly be someone who knows Benfica well and will have the tools to succeed, including new players like Sudakov and Dodi Lukebakio.
He concluded by expressing his gratitude to Benfica for the opportunities they have given him and his family, stating that the players have always followed his instructions and that he feels fulfilled.