In gameplay, the Secret Keys can open a Stage's Secret Door. Every Stage has five Secret Keys scattered throughout it which are all required to be collected to open its corresponding Secret Doors. Touching a Secret Key makes the player pick it up. It will then automatically be saved in the game's data, ensuring the player does not have to recollect them every time when playing a Stage (even if the player quits the Stage without completing one of its missions). When the player brings all five Secret Keys to the Secret Door, its locks will break apart one after another and its door will open.
- Shadow the Hedgehog (PlayStation 2) European instruction manual, p. 18.