In 1993, due to Sonic's popularity, the character had a balloon modeled after him in the 67th Annual Macy's Thanksgiving Day Parade, being the first-ever video game character to appear. The Sonic the Hedgehog Boom version of the Sonic the Hedgehog Spinball main theme played in the NBC footage, and footage from its test flight was used due to the heavy winds. Unfortunately, the 64-foot tall balloon deflated after colliding with a lamppost just south of Columbus Circle, injuring an off-duty police officer and a child.
In 1994, the balloon was repaired so it could be used as a decoration during the Sonic the Hedgehog 3 launch event in Punxsutawney. The balloon reappeared for the next Macy's Parade that year. Sonic was the lead balloon and flew until the end. Then co-host of the parade Katie Couric referenced his previous appearance by saying "He ran into some trouble last year because the winds were so high, but we're glad to see he's doing well this year."
In 1995, the balloon appeared after the Sega-sponsored Pico Bus. However, within the route Sonic collided with another lamppost, and was eventually removed entirely after losing too much helium. On NBC, footage from the 1994 parade was used, and the accident was not mentioned by the hosts.
In 1996, the balloon flew to the end. Even though the Sonic the Hedgehog Spinball theme played that year for the balloon, the theme was also partially played for the cheerleader float in front of the balloon.
In 1997, Sonic was able to fly in the Parade but had trouble again. Shortly after the Parade started to march, Sonic's head was ripped open and the balloon had to be removed for the third time. Due to severe damages, Sonic would be retired after five appearances. 
Ine 2011, a new redesigned Sonic balloon was made for the 85th Annual Macy's Thanksgiving Day Parade in celebration of Sonic's 20th Anniversary. It was a 350 lb. balloon based on the modern incarnation of Sonic. He lead the parade off that year (behind star-shaped balloons with the words "Macy's"). Splash Hill Zone Act 1's theme from Sonic the Hedgehog 4: Episode I was played in the background.
The balloon reappeared in the 2012 parade as the fifth to last balloon that year.
In 2013, Sonic was the second character balloon shown (after Snoopy and Woodstock from Peanuts). He did suffer a mishap that year. His left arm was caught on trees and had to be cut free, but he was not damaged. This would be the last time the Sonic balloon appeared, with Sega having announced that the balloon would not appear in the 2014 parade. In 2021, the balloon was brought back for the Sonic the Hedgehog 30th Anniversary.
- Despite the Sonic Balloon not appearing at the 2014 parade, there was a dance performance to a video game medley that included the title screen music from the original Sonic the Hedgehog.
- Sonic had the most removals of any balloon in the parade, being three removals.
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- Macy's Thanksgiving Day Parade 1993 (full). Youtube (31 August 2015). Retrieved on 5 December 2020.
- Dillon, Sam (26 November 1993). Balloons, Floats, Bands And (Rip!) Lots of Wind. The New York Times. Archived from the original on 18 January 2018.
- Eyewitness News ABC7NY (2 December 2019). Sonic the Hedgehog balloon busted at 1993 Macy's Thanksgiving Day Parade. Youtube. Retrieved on 3 December 2020.
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- Macy's Thanksgiving Day Parade 1995 (full). Youtube. Retrieved on 5 December 2020.
- Macy's Thanksgiving Day Parade 1996 (full). Youtube. Retrieved on 5 December 2020.
- Macy's Thanksgiving Day Parade 1997 (full). Youtube. Retrieved on 5 December 2020.
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- Nir, Sarah Maslin (28 November 2013). Balloons Fly Low, but Parade Delights. The New York Times. Archived from the original on 23 November 2018.
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- Sonic the Hedgehog at the Macy's Thanksgiving Day Parade Wiki