In a large skillet, heat olive oil over medium heat. Add the diced onion and minced garlic, sautéing until they become translucent.
Season the chicken breasts with salt, pepper, and paprika. Add them to the skillet and cook for about 3-4 minutes on each side until they are browned.
Stir in the pumpkin puree, chicken broth, chopped sage, and thyme. Mix well to combine all the ingredients.
Pour in the heavy cream, stirring until the mixture is smooth and evenly combined.
Pour the mixture into a greased 9×13-inch baking dish, arranging the chicken breasts in a single layer.
Place the baking dish in the preheated oven and bake for 30-35 minutes or until the chicken is cooked through and reaches an internal temperature of 165°F (75°C).
Remove from the oven and let it cool slightly. Garnish with fresh sage leaves if desired.