Speaking to Destructoid, the Heavy Rain director said that he is looking forward to the Xbox 360 motion controller becoming available later in the year.
However, Cage expressed doubt that a scene from the E3 demo - in which a boy showed a skateboard to the screen and then skated into a virtual world - could actually be achievable.
"I've seen Natal, and I'm really curious to see what they're going to do with it. I was a bit frustrated that they presented it with a sci-fi type presentation [at E3]," he said.
"When the kid comes in with the skateboard and the laser ray, scanning the skateboard, and then it's in the game. We are in the industry, we know what's feasible and what's not."
He added: "I thought it was a little bit lying to present it that way, because it will let [gamers] think that they will [get] something that they are not really close to getting."
Microsoft's Xbox product director Aaron Greenberg recently predicted that Natal will sell "millions and millions" over the key Christmas period.