Blue Sphere, known as Special Stage Mode in Sonic & Knuckles Collection, is an easter egg video game built into the Sonic & Knuckles cartridge for the Sega Mega Drive, accessible by attaching any Mega Drive game cartridge (other than Sonic the Hedgehog 2 or Sonic the Hedgehog 3) into the Sonic & Knuckles lock-on port. Blue Sphere is a collection of Special Stages in the same style and engine of those featured in Sonic the Hedgehog 3 and Sonic & Knuckles.

If the cartridge that is locked on to Sonic & Knuckles is the original Sonic the Hedgehog (Sonic Classics, the Nick Arcade and Simon Wai prototype versions of Sonic the Hedgehog 2 will also work), then the full game of Blue Sphere is accessed with all stages. Most other cartridges will allow the player to access only a single stage of the game, based on the cartridge's ROM header and the stage's code in the full Blue Sphere game. Some cartridges with particularly large ROM file sizes (including Phantasy Star IV: The End of the Millennium and Super Street Fighter II: The New Challengers) will not load Blue Sphere, but will instead boot Sonic & Knuckles as normal. Locking on Sonic & Knuckles to another copy of Sonic & Knuckles will also load the game normally.