"Rocky" star Dolph Lundgren is back in Philadelphia. 

In an exclusive interview with Fox News Digital, the actor shared memories from filming "Rocky IV" with Sylvester Stallone, which included a lot of "intense training."

In a new advertisement for Zaxby's, Lundgren returns to the steps of the Philadelphia Museum of Art and says, "You're probably expecting someone else on these steps."

"ROcky" star Dolph Lundgren

"Rocky" star Dolph Lundgren recreates a scene from the 1976 movie in a new Zaxby’s ad. (Getty Images)

In the clip, Dolph makes his way to the top of the steps with a Zaxby’s Fried Chicken Philly in hand and recreates the iconic Rocky Balboa move, raising both arms and saying, "Finally, Philly done right."

The campaign effort for the unique twist on the original Philly cheesesteak was created by Knoxville-based company Tombras.

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Detailing what it was like to make it to the top of the steps, Lundgren told Fox News Digital that he's "been there before."

"I was there for ‘Creed II,' and I've been there as a civilian as well," he said. "I thought it was a fun concept, you know? It was fun to be part of it. And it's an iconic space, Obviously, there's always people there running up and down."

When Lundgren gets to the top of the "Rocky" steps in the ad, he says, "I will eat you." In 1985, for "Rocky IV," his character, Ivan Drago said, "I will break you."

"I think the whole idea is, you know, having fun with those characters and, you know, in the situation and why not?" he said.

Dolph Lundgren recreating Rocky Balboa pose

Dolph Lundgren recreated the Rocky Balboa victory scene from the 1976 film for the latest Zaxby's ad to highlight its Fried Chicken Philly. (Chartoff-Winkler Productions/Movieclips via Youtube/Zaxby's)

Dolph recalled his training for "Rocky IV" with Stallone. 

"Well, of course, there are a lot of memories. There were some very, very hard training we did together. Well, I had to train for the audition first for about six months," he said. "I was already a karate champion. I was in good shape, and I got in better shape. Then, I trained with Sly for about five months here in LA. Six days a week, twice a day, boxing and weights."

Lundgren said that he and Stallone became "pretty friendly" during their training, and he "really enjoyed that part of it."

Sylvester Stallone, Dolph Lundgren fighting

Sylvester Stallone punches Dolph Lundgren in a scene from the film "Rocky IV." (United Artists)

"My main memories was that I was kind of starstruck by the whole situation. You know, Stallone, Apollo Creed, James Brown, Vegas," Lundgren said. "Everything. The whole experience was kind of foreign to me, to some extent as it was to my character Drago. You know, when he's looking around, it's me — a young, Swedish kid looking around Hollywood."

Given the age difference between Lundgren and Stallone, the actor was "surprised" Sylvester was able to keep up with him during training.

"It was very intense. We did weights two hours in the morning and boxing two hours in the afternoon. I was ten years younger than Sly, and I was always surprised he was keeping up with me, and he was in good shape."

Dolph Lundgren posing

Dolph Lundgren starred as Ivan Drago in "Rocky IV." (Kurt Krieger/Corbis)

Dolph Lundgren posing on weight equipment

Dolph Lundgren said the training for the fourth "Rocky" film was "intense." (Kurt Krieger/Corbis)

Lundgren said all the intense training "paid off" considering the way movies are made today.

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"There are not many films anymore where the characters actually have the real physique where it's not a suit or visual effects, but you actually look like that," he began. "Your abs are actually washboard abs and, looking back, it's just a fond memory of, 'Well, sure I won't do [that] again and neither will he.' And I think very few people will be able to get into that kind of shape."

Dolph and Sylvester have maintained a close friendship over the last 38 years. Lundgren largely credits having "a lot in common."

Sylvester Stallone pretends to punch Dolph Lundgren.

Sylvester Stallone and Dolph Lundgren maintain a close friendship 38 years after the film debuted. (Antonio de Moraes Barros Filho)

"I think we had a tough upbringing," he began. "We're both athletic. We both like the fighting arts – boxing and MMA. I think also, even though we're sort of tough guys, we're sort of soft, soft inside."

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He noted that both of them are girl dads. Stallone shares three daughters with his wife, Jennifer Flavin, and Lundgren has two daughters wife his ex-wife, Anette Qviberg.

"I think also the fact that we were in the ring throwing each other around, beating each other up for a while. You know there's a certain bond there, a physical bond that is different than just interacting verbally," Lundgren added.

Dolph Lundgren and Sylvester Stallone

Dolph Lundgren says he and Sylvester Stallone have "a lot in common." (Todd Williamson)

In April, Lundgren confirmed that a "Drago" spinoff was in the works, and he told Fox News Digital at the time that he hopes Stallone would "get involved."

WATCH: Dolph Lundgren confirms a 'Drago' spin-off still in the works after Sylvester Stallone criticism

"There was a writer who wrote a script [for "Drago"], which wasn't very good," Lundgren said. "So, everybody's waiting for a new writer to come in and try to shape it."

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The news of the "Drago" spinoff in development at MGM Studios created controversy because Stallone initially criticized the project. The actor called out producer Irwin Winkler and his sons, Charles and David, for "picking clean the bones" of the "Rocky" character Drago.

Despite the drama, the project is still in development. Lundgren predicted the "Drago" spinoff won't be available for fans until late 2024 or even 2025, depending on the timing of filming.

dolph lundgren emma krokdal red carpet

Dolph Lundgren and Emma Krokdal tied the knot in Greece in July. (JC Olivera/Getty Image)

In his personal life, Lundgren, 65, tied the knot with Emma Krokdal, 27, in Greece this summer.

"This time around, I feel very relaxed with it," he told Fox News Digital. 

Dolph also shared an update on his cancer diagnosis, revealing in May that he had been battling the disease for eight years. 

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"Last time I checked, you know, everything was good," he said.