The first Rocky movie came out in 1976 and won the Oscar for Best Picture; Sly was also nominated for Best Actor and for Best Original Screenplay, since he wrote the script.
For Rocky Balboa, Sylvester Stallone had suggested he was done playing the role after Creed II.
However, he still has a lot of love for the character, as you can tell in his answer to his biggest fan, and also because he’s been promoting his upcoming documentary on 40 years of Rocky.