The Rocky Valley Zone is a picturesque Zone somewhere on Mobius. As the name suggests, the area is extremely steep and is littered with rocks and boulders. In summer, the Zone is filled with trees of all sorts of colours, while gigantic cascading waterfalls are an all-year feature. The area is also known for its caves, which local residents Sid and Tone discovered to contain a treasure chest. To scare everyone else away from their fortune, they staged an UFO crash, dressed as aliens and hatched a plan to sell the loot piece by piece. Amy Rose and Tekno the Canary used a Boring Machine to dig through the Valley's coarse environment and sneak into the cave to convince the criminals they'd found "Geek's Gold". Once Sid and Tone had left in disgust, Amy and Tekno planned to hand out the treasure to the rest of the Rocky Valley's inhabitants. The girls eventually returned on more business when Fabian Vane was kidnapped. After a short flight to the Zone and a brief altercation with some automatic cannons, they learned that it was a publicity stunt involving the Fabian Vane Fan Club and that Vane had living the life of luxury in a secret cave.
An altogether more rocky area of the valley, sharing many similarities with the Rocky Desert Zone, was later shown in the form of Sky High Peak. Doctor Ivo Robotnik led Sonic the Hedgehog here under the pretense of peace talks. Instead, he aimed to destroy him with a Plasma Ray Cannon but was left dismayed when Sonic turned out to be a holographic projection.