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Blue Sphere is a video game that can only be accessed by combining the Sonic & Knuckles cartridge with any cartridge that is not Sonic the Hedgehog 2 or Sonic the Hedgehog 3. It was present as an unnamed game in Sonic Jam, but the Sonic Mega Collection confirmed the title of this game. In Virtual Console, this game is unlocked if both Sonic the Hedgehog and Sonic & Knuckles are owned.

When a game cartridge other than Sonic the Hedgehog 2 or Sonic the Hedgehog 3 is locked on to the Sonic & Knuckles cartridge, a screen appears with the Sonic & Knuckles logo, models of the characters Sonic, Tails, Knuckles and Dr. Robotnik, and a line of scrolling text that says "No Way! No Way! No Way! No Way?". While this screen is visible, pressing the A, B and C buttons at the same time changes the screen to the Blue Sphere menu. The scrolling text will then be replaced by "Get Blue Spheres!"

If the cartridge that is locked on to Sonic & Knuckles is the original Sonic the Hedgehog cartridge, then the full game of Blue Sphere is granted with all stages accessible. Most other cartridges will allow you 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 the Blue Sphere game, but will instead boot Sonic & Knuckles as normal.

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