Sylvester Stallone reveals 'so cold' way he learned of son Sage's shock death at 36... and his guttural grief reaction planning firstborn's funeral

Sylvester Stallone has opened up about his devastating grief over son Sage's shock death at just 36 in 2012.

The Rocky icon, 80, had his world torn apart when his eldest son died from coronary artery disease in July of 2012 – and detailed how he 'held it together' for a week, before his 'pain, grief and guilt' overtook him.

Sage, whose mother is Stallone's ex-wife Sasha Czack, memorably played the role of Rocky Balboa's son Robert in the 1990 motion picture Rocky V. 

In an emotional new interview with The New York Times, Stallone recounted the moment he was told Sage had died – revealing it was mother Jackie Stallone's third husband Dr Stephen Levine, who broke the news.

He said: 'I’ll never forget, it was so cold: My mother’s new husband, who I’d never even met, who was a doctor, called me and goes: “Sly, he’s gone. Sage - he’s gone.” I went, “Gone where?” “He died, he’s gone. I’m sorry.” Click.'

'The thing is, you have so many episodes of guilt. Like: What could I have done? Should I have been there? What if I did that? If I went right or went left?' he continued.

Stallone said he managed to cope with his grief and keep his composure for the sake of his loved ones and planning Sage's funeral service – but that he broke down a week later. 

'Because of the funeral, dealing with the mother, dealing with your life in the present, it just takes you into a whole other world. You go: Wow, I’m holding it together. When’s it going to happen?' he said.

'And then about a week later, I was all alone in my room, and a wail came out of me I’ve never heard before or since. It was just pain and grief and guilt. It was not human. 

'But all I can say is that he was a very kind kid. He had a great mother. He would have done wonderful things in the future. I just had no idea that he had something that you would expect a very advanced adult to have. But no, you don’t get over that.'

Stallone welcomed Sage and younger son Seargeoh, 47, during his first marriage to Czack, 76, from 1974 to 1985.

Seargeoh was diagnosed with autism in 1982 when he was three years old and has remained out of the public eye.

In the storyline of Rocky V, Sage's character Robert felt neglected as his father focused his efforts on mentoring young boxer Tommy Gunn, played by the late Tommy Morrison.

Speaking with People in 1996, Sage acknowledged the art imitating life aspect portrayed in Rocky V, citing a scene in the movie in which he fought with his father.

'When I was screaming, "You never spent time with me! You never spent time with my mother," that was true,' he said. 'I was looking into my father's face and really saying that.'

Sage said that 'after the film, everything changed' with him and his father for the better.

'I got a lot of things out,' he said. 'We broke into tears a few times. We'd do anything for each other.'

In August of 2012, Stallone told Good Morning America that it was 'very tough' as he dealt with the loss of his son.

'Time, hopefully, will heal, and you try to get through it, but it's just something,' he said. 'It's a reality of life. I think it's important to get back and start reliving your life. Otherwise, you can go into a spiral.'

The Tulsa King star is also father to daughters Sophia, 30, and Sistine, 28, and Scarlet, 24, with wife Jennifer Flavin, 58.