"Then again, I live my life in fantasy," Stallone joked.
Sly is a huge boxing fan -- but he's also one of the celebrity minority owners of the UFC. So, he's kinda got a dog in this fight ... the underdog.
"I always have the underdog."
Conor and Floyd are set to fight at the T-Mobile Arena in Vegas on August 26 -- but Stallone says he's already made up his mind about going to the fight.