The 66-year-old actor has struggled to cope with the grief since Sage passed away in July from a heart attack at the age of just 36, reported Showbiz spy.
"The paintings I'm doing right now aren't too cheerful, but there's something amazing about the process because what will come out of the canvas is so profound. It's very therapeutic I tell you," he said.
Stallone said he has had bad days when he cold not come to terms with the death of Sage, his child with first wife Sasha Czack, with whom he has another son Seargeoh.
"I fall to pieces from time to time. You just do. It's a cycle you just have to deal with, like a virus that keeps coming back.
"You go through this time of thinking, 'It's really horrible,' then you come out the other end and realize there's not much you can do about it and you can forgive yourself... Then you go through another cycle where you don't forgive yourself... It's just an ongoing thing and I don't think it ever goes away."
