The Rambo star, who has played the lovable boxer in six films, stepped out on to the stage to address the crowd after the show wrapped.
Stallone is a producer of the stageshow, which stars Andy Karl as Rocky, Margo Seibert as Adrian and Terence Archie as Apollo Creed.
Rocky is currently showing at the Winter Garden Theater in New York and already has a big fan in Tom Hanks, who took to Twitter.com on Friday (14Feb14) to rave about the musical.
He wrote, "Rocky on B'Way knocked me out! Danny Mastrogiorgio as Paulie? A Must see!"