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Abstract We use time-resolved spectra from the Apache Point Observatory Galactic Evolution Experiment (APOGEE) to examine the distribution of radial velocity (RV) variations in 249 stars identified as members of the Sagittarius (Sgr) dwarf spheroidal (dSph) galaxy by Hayes et al. We select Milky Way (MW) stars that have stellar parameters ( $\log \left(g\right)$,T_eff, and [Fe/H] ) similar to those of the Sagittarius members by means of a k-d tree of dimension 3. We find that the shape of the distribution of RV shifts in Sgr dSph stars is similar to that measured in their MW analogs, but the total fraction of RV variable stars in the Sgr dSph is larger by a factor of ∼2. After ruling out other explanations for this difference, we conclude that the fraction of close binaries in the Sgr dSph is intrinsically higher than in the MW. We discuss the implications of this result for the physical processes leading to the formation of close binaries in dwarf spheroidal and spiral galaxies.