On Friday evening, the actor, 76, joined his 72-year-old brother as he headlined a show at the Hard Rock Hotel and Casino in Atlantic City, New Jersey.
Sylvester was the first to greet the crowd at the show, telling audience members before him, "The bright lights of show biz. Thank you. Thank you. I appreciate it."
Then introducing John Cafferty and The Beaver Brown Band as the show's opening act, Sylvester continued, "In Rocky IV we did a montage that I never thought was possible, and I don't think it's ever been duplicated. I have to thank these men, who put that song 'Hearts on Fire' and drove it to the top."
In addition to "Hearts on Fire," Cafferty and his group also performed a set that included the track "On the Dark Side." He told the audience that Sylvester had called to inform him about Frank's show at the Hard Rock and personally asked him to open the performance.
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After the group's opening act, Sylvester came back onstage and introduced his brother with warm remarks.
"Hey, I'm here on a mission. I'm here to deliver the message. Okay? Now, I've been very, very lucky in my life, but my brother, who really has more talent than me, is about to lay it all on you, you know, so I'm the messenger of good news," he said. "I want you all to give it up for Frank the tank, my incredible brother."
During his set, Frank walked the audience down memory lane with stories about his experiences working on music for Staying Alive in 1983 and movies from the Rocky film series.
Some of the tracks he performed included "I Do Believe in You" from his 1983 debut album, and "Carry On" from 2014. He also performed "Peace in Our Life" from 1985's Rambo 2, which he dedicated to military veterans, given that he wrote the song about the Vietnam War.
Frank also informed fans at the concert that some of his performance was being taped for the Stallone family's upcoming Paramount+ reality show.
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He later told the audience that he had surgery while in town for the performance after a severe nosebleed. Frank explained that he took the stage despite having the surgery because he never misses gigs.
The star also gave a shout-out to all of his fans in the audience from Philadelphia, where the iconic Rocky Balboa statue is located.
"It's wonderful that my brother was here," he said while thanking his band and executives at the Hard Rock casino, as well as fans, which included those mostly over 55 and a decent amount of younger fans.
A child, with his parents, was dressed in a Rocky Balboa boxing robe, which caught Frank's attention from the stage.
To wrap up the almost three-hour show, Sylvester came back out hand in hand with his brother to a standing ovation from the crowd. "Sly, you got the feeling?" Frank said over the music, pointing a microphone in his brother's direction. "I got the feeling," Sylvester said in response.
RELATED VIDEO: Sylvester Stallone Denies 'Intentional Dissipation' of Marital Assets in Jennifer Flavin Divorce
Sylvester's outing with his brother came about after Flavin, 54, filed for divorce from the star in a Palm Beach, Florida, courthouse on Aug. 19.
A Hollywood source, who has spent time with the couple, recently told PEOPLE that Stallone and Flavin "are very different people, age-wise and in temperament. What was once exciting and challenging is now routine and irritating."
"His apparent impetuousness could be a problem, a Flavin source also told PEOPLE. "He tends to do things on a whim without asking her before."
In her divorce filing, Flavin claimed "intentional dissipation" of marital assets, as PEOPLE previously reported. Under Florida law, that can include such things as excessive spending, gambling, gift-giving or unnecessary borrowing by a spouse around the time of a split. Flavin is asking that Stallone be prohibited from selling or spending their assets during divorce proceedings, and is also requesting sole use of their $35 million Palm Beach home.
But Stallone is fighting Flavin's claim. His legal team responded to her divorce filing Aug. 29, stating in court documents that the actor "has not engaged in any conduct which constitutes intentional dissipation, depletion and/or waste of marital assets." He is also contesting her sole use of the house.