Sargent was absent from the squad that won 5-1 against the Saddlers at Carrow Road.
The striker has been linked with Toronto FC and also has been linked with West Ham.
Clement said: "Josh sent me a message (on Saturday) evening saying he would not be available because of transfer things in his head.
"This is obviously not something we want, and will have consequences.
"It is something we need to speak about inside the club, but the club has made it really clear to Josh and his agent that he will not be leaving during this transfer window."
In a separate interview with BBC Radio Norfolk, Clement added: "Josh sent me a text yesterday (Saturday) evening, because he was normally in the selection, that he was not available for this game.
"But I don't want to make too much attention around that because the guys who were here, they deserve the praise for the performance they did, what they are doing during training sessions and in the games they play, so I want to focus on that."