Okay, okay, fine. Sly's admitted to using human growth hormone to bulk up for his recent movies, but all that muscle he's currently carrying around is more a result of hard work at the gym and a decent diet than the supplements he's taking, however ethically questionable some of them might be.

Sly already revealed his secret formula for diet and exercise a few years back with his book called Sly Moves.
In the book, Sly talks of all the crazy exercise and diet regimens he went through starting from Rocky I, and how he basically took all his experiences and molded them into something simple and effective.
A BLAST FROM THE PAST:

"The way I trained for Rocky III was a bit of an overkill. I would run three miles in the morning, then go straight into 15 rounds of sparring, followed by two hours in the weight room, pushing tons of iron. Then I'd usually do 500 sit-ups before jumping rope for 10 rounds (30 minutes).
I'd eat, nap and start again. In the afternoons, I'd take another run, do some more heavy lifting, and then finish up with a long swim.
...
I was just as gung ho about my diet then, too. Most days, I'd eat little more than tuna straight out of the can for protein, a slice of burnt toast, water, and gallons of coffee."
Sly continues by saying that it is not at all good to overtrain like he did, and that training less during the week is actually much more efficient and effective than training more.
THE SLY WORKOUT

He advocates training three times a week, preferably on Mondays, Wednesdays, and Fridays, with a workout plan composed mostly of classic bodybuilding techniques such as chinups and incline dumbbell flyes.
Mondays and Fridays focus on abs, chest, shoulders, triceps, and leg exercises, while Wednesdays focus on the abs, biceps, forearms, and back. Each exercise is usually done for 3 sets at 8 repetitions each. There are also three different workout plans: classic, advanced, and supersets, which Sly says to alternate every few months to mix up your routine.
MY TAKE ON THE WORKOUT

THE SLY DIET
The diet section of the book is also very interesting since Sly has literally tried out all of the famous fad diets on them and weighs in meticulously on each one. His personal philosophy is actually as simple as his advocated workout regimen:
"I think the smartest way to eat is to have three meals and two snacks throughout the day.
...

I keep the ratio around 50-60 percent carbohydrate, 30 percent protein, and 20 percent good fats. It's pretty easy to remember, actually. When you look down at your plate, a little more than half should be vegetables and some good starches like brown rice or whole wheat pasta, a third should be your main protein source, and the rest healthy fats such as olive oil."
Sly doesn't believe in high protein diets and feels that eating the right type of carbohydrates throughout the day to keep your energy levels up and your stomach filled is the way to go.
MY TAKE ON THE DIET
His diet philosophy is sound, though it's not exactly the one I currently follow. What it is, though, is simple and easy to understand, something a lot of people will find relieving since they don't have to count calories, weigh ingredients and whatnot.
After all that's said and done, though, healthy eating is simply smart eating. Just cut out the processed starches, sugars, meats and so on, eat as natural as you can with proper portion control, and you're golden.