"This is in reference to the speculation and questionable reporting surrounding the death of my son Sage. Because when a parent loses a child there is no greater pain," the actor said in a statement obtained by E! News.
"Therefore I am imploring people to respect my wonderfully talented son's memory and feel compassion for his loving mother Sasha, because this agonizing loss will be felt for the rest of our lives."
It was on Friday afternoon when Sage, who starred alongside his father in Rocky V, was found dead in his Los Angeles home.
"Sage was our first child and the center of our universe and I am humbly begging for all to have my son's memory and soul left in peace," Stallone concluded.
Following Sage's passing, Ed Winter of the Los Angeles coroner's office said prescription bottles were recovered in the investigation, but did not say what the bottles contained, or whether they had a role in Sage's death.
"He was very creative, energetic and very full of life," Sage's attorney and longtime friend George Braunstein told E! News. "There was nothing dark or depressing, no problems, certainly no financial problems."
E! News has confirmed an autopsy was conducted on Sunday.
"The final cause of death has been deferred for additional testing," the coroner's office said in a statement. "No results will be released until testing is complete—six to eight weeks minimum. LAPD has requested a security hold on further details related to the death."