Sage was found dead in his Hollywood apartment at the age of 36 last month.
Speaking during an appearance on Today to promote The Expendables 2, Stallone said he was determined not to "go into a spiral" in the wake of his son's passing.
"It's tough. It's very, very tough," he explained. "But if you have good friends and your family's support, it's just something that's a horrible situation.
"But... hopefully it will heal and you try to get through it but it's something that is a reality in life.
"It's important to get back and try to start reliving your life, otherwise you can go into a spiral."
Sage was laid to rest at a private funeral in Brentwood, Los Angeles on July 21.
A cause of death has yet to be established.