The 71-year-old actor will appear in a guest role opposite Justin Hartley's character, Kevin, as his co-star in a war movie directed by Ron Howard (also playing himself).
"The irony is we can get Wi-Fi in Bulgaria, surrounded by wolves, but we can't get it in Santa Clarita," Stallone said in an Instagram video, while panning to show his co-star, Chrissy Metz.
The star continued, "THIS is one of the great mysteries in MY life!!! We can travel to the far ends of the UNIVERSE, yet, it's hard to find a decent local cell site! A MINI CELL PHONE HORROR movies starring Sylvester Stallone and Chrissy Metz ... And thank you Dan Fogelman you have created a great show. #thisisus @chrissymetz."
"On the This Is Us set with Justin Hartley, this is a fantastic show and he is great to work with!" Stallone wrote.
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The actor shared another picture with actor Milo Ventimiglia, who previously worked with Stallone on 2006 film "Rocky Balboa".
"My good buddy Milo Ventimiglia who was nice enough to invite me to be on the show #thisisus #harleydavidson," he added.
The second season of "This is Us", which also features Mandy Moore and Sterling K Brown, premieres in India on September 30 on Star World & Star World HD.