The Sao buried their dead. Tombs have been found, grouped in vast necropoles some of which had three, even four levels. The oldest of these tombs were simple pits where the corpse would be laid down on its back, the head resting on a kind of dried clay pillow.

The most interesting pieces, and those that one would call classically Sao, are the large terra cotta earthenware jars, entirely or partially decorated with a herringbone pattern over which sexual motifs were added. A smaller earthenware jar, in which the deceased would be placed in the fetal position, was closed either by another jar of the same size placed upside down over the opening, or more frequently by a smaller ovoid pot. This Sao tradition of placing of the corpse in a jar dates from the 12th and 13th centuries. Beginning in the 15th century, this type of burial would start to be abandoned in favor of a simple burial.

Terra cotta sculptures, either animalist or antrhopomorphic, are the most representative and characteristic archaeological material left by the Sao, and those which best testify to their civilization.

Regarding the terra cotta work representative of man or animal, these were generally were found in sanctuaries or other places of offering. A quarter of them were associated with the funerary ritual.

More than 350 Sao archaeological sites have been discovered, both in Chad and in Cameroon. In the majority of cases, these sites are artificial mounds, long or circular, and of a variable size. Leboeuf classified them into three principal categories:

- Sao 1: small, relatively low mounds, not used for burials, used as a place of worship or initiation. There, it is possible to find figurines representing man or animal.

- Sao 2: large mounds, enclosed by walls. These are burial sites, with traces of numerous ritualistic ceremonies, and undoubtedly the presence of many statuettes.

- Sao 3: the most recent sites, without significant finds.