We present results on a multi-wavelength analysis of SDSS J025214.67-002813.7, a system which has been previously classified as a binary AGN candidate based on periodic signals detected in the optical light curves. We use available radio−X-ray observations of the system to investigate the true accretion nature. Analyzing new observations from XMM-Newton and NuSTAR, we characterize the X-ray emission and search for evidence of circumbinary accretion. Although the 0.5-10 keV spectrum shows evidence of an additional soft emission component, possibly due to extended emission from hot nuclear gas, we find the spectral shape consistent with a single AGN. Compiling a full multi-wavelength SED, we also search for signs of circumbinary accretion, such as a "notch" in the continuum due to the presence of minidisks. We find that the radio-optical emission agrees with the SED of a standard, radio-quiet, AGN, however there is a large deficit in emission blueward of ∼1400 Å. Although this deficit in emission can plausibly be attributed to a binary AGN system, we find that the SED of SDSS J0252−0028 is better explained by emission from a reddened, single AGN. However, future studies on the expected hard X-ray emission associated with binary AGN (especially in the unequal-mass regime), will allow for more rigorous analyses of the binary AGN hypothesis.