First, the problem with saying Judas was never saved is to say that the Holy Son of God chose an unholy person to be his representative of the Kingdom of God. Such a thing is wrong. God does not send out evil apostles. That doesn't make any sense.
Second, there are many clues in Scripture that tell us Judas was in fact once saved and the lost his salvation.
In fact, we know Judas was a familar friend to Jesus at one time. For a Messianic Psalm that talks about Judas betraying Jesus says this,
"Yea, mine own familiar friend, in whom I trusted, which did eat of my bread, hath lifted up his heel against me." (Psalm 41:9).
Jesus said he did not lose any of his disciples except Judas.
"While I was with them in the world, I kept them in thy name: those that thou gavest me I have kept, and none of them is lost, but the son of perdition; that the scripture might be fulfilled." (John 17:12).
You cannot lose something you never had. For example: You cannot lose one of my books unless I let you borrowed it, or unless it somehow came into your possession some way.
Acts 1:16-26 tells of Peter and the disciples choosing another apostle to fill the vacancy left by Judas. Verse 16 speaks of the Scripture being fulfilled that was spoken by the Holy Ghost concerning Judas. Notice verse 17, "For he was numbered with us, and hadobtained part of this ministry. " Also notice in verse 20, "And his bishopric [the charge of instructing and governing in spiritual concerns; office] let another take." Concerning the choosing of a new apostle, verse 25 says, "That he may take part of this ministry andapostleship [the office or dignity of an apostle], from which Judas by transgression fell, that he might go to his own place." How could Judas fall from a position appointed to him by our Lord Himself if he never really was an apostle? According to the scriptures a qualification for a bishop is one who is blameless (1 Timothy 3:2). If a bishop or elder of the church is to be blameless, how much more an apostle who would be a founder of churches. Do we really think Jesus would choose an officer of the church contrary to His Word? Men may, but not our Lord!
"That he may take part of this ministry and apostleship, from which Judas by transgression fell, that he might go to his own place." (Acts 1:25).
Jesus said of the twelve that they were as sheep sent out among wolves (Matthew 10:16, c.f with Matthew 10:5). Judas given to know the mysteries of the Kingdom (Matthew 13:10-11) In fact, Jesus says to the disciples that blessed are their eyes and ears because they see and hear.
Matthew 19:27-28 says, "Then answered Peter and said unto him, Behold, we have forsaken all, and followed thee; what shall we have therefore? And Jesus said unto them, Verily I say unto you, that ye [always plural in the Greek] which have followed me, in the regeneration when the Son of man shall sit in the throne of his glory, ye also shall sit upon twelve thrones, judging the twelve tribesof Israel." Judas was not faithful unto the end; therefore, he forfeited the promise of a throne in heaven. Judas' fall did not negate the fact that he was promised a throne. But that promise was conditional, like all God's promises.
Side Note:
As for the verse you reference: Jesus says this at the point where Judas had already turned against Him.
Source Used:
http://www.frontiernet.net/~rzimm3/tcc/judas.htm
(Please take not that I only quoted those points that I agree with in the article; Other verses I believe the author is not realizing specifically the time or moment of when Judas fell).