The Software-Defined Space-Air-Ground Internet of Things (IoT) (SDSAG-IoT) is an emerging paradigm that integrates various types of wireless networks, including satellite, air, and ground networks. This Chapter provides an architecture for SDSAG-IoT with an explanation of SDN layers and the organization of the control plane. Moreover, we also discuss the role of Artificial Intelligence (AI) in improving network automation, predictive analytics, security, and performance. The Chapter also discusses the challenges, use of reinforcement learning, and future research directions for SDSAG-IoT, including the need for massive amounts of data, robust and secure data processing and storage, and the development of more sophisticated algorithms for network optimization, security, and analytics. The study concludes that SDN and AI have the potential to revolutionize Space-Air-Ground IoT, but organizations must address the challenges and continue to invest in research and development to fully realize their potential.