Yes and No. Praying is always appropriate when you feel evil approaching; however, burning sage to ward off evil spirits is not Biblical. Throughout history, people have created many rituals to banish evil spirits.Yet, none of these rituals were designed nor blessed by God. No scripture even mentions the sage plant!
The Bible does give an answer for keeping evil away. It is a person’s faith in God through His Son Jesus which protects from and casts out evil spirits. All protection is in the name of Jesus. Acts 19:13-17 illustrates these principles. “A group of Jews was traveling from town to town casting out evil spirits. They tried to use the name of the Lord Jesus in their incantation, saying ‘I command you in the name of Jesus, whom Paul preaches, to come out!’ …But one time when they tried it, the evil spirit replied, ‘I know Jesus, and I know Paul, but who are you?’ Then the man with the evil spirit leaped on them, overpowered them, and attacked them with such violence that they fled from the house, naked and battered. The story of what happened spread quickly…A solemn fear descended on the city, and the name of the Lord Jesus was greatly honored.” (New Living Translation)
This account proves that it is through the power of Jesus and His name that evil spirits flee. There is no mention of sage or smoke or special formulas.
Here are a few scriptures that may help you to rest in God’s protective power:
James 4:7 Submit yourselves therefore to God. Resist the devil, and he will flee from you.
John 17:15 I pray not that thou shouldest take them out of the world, but that thou shouldest keep them from the evil.
2 Thessalonians 3:3 But the Lord is faithful, who shall stablish you, and keep you from evil.