Based on Stallone's 1976 film, the show follows struggling boxer Rocky Balboa as he fights to get the girl of his dreams and become a boxing champion.
The Alex Timbers-directed play stars Andy Karl as Rocky and Margo Seibert as Adrian.
According to the Telegraph, it took Stallone 14 years to bring the Oscar-winning film to Broadway and the production opened in Germany in November 2012.
"I always saw them as kind of poetic street characters," the actor said of the film's characters. "Even in German I started to cry. That was a good sign," he added.