In the Japanese version, he SLAMS HIS HEAD ON THE CONTROL PANEL screaming loudly. The dub unfortunately tones down his reaction to make it less intense. The finale of the first series - which marks the first time Sonic cried.

Does Sonic the Hedgehog ever cry?

Sonic The Hedgehog is filled with emotional moments. I think that is part of the reason it is doing so well at the box office. Fans of Sonic will scream, laugh, and some might even cry (I sure did).

Is Sonic not allowed to cry?

In later pre-reboot comics, Sonic and Tails weren't even allowed to address their parents properly, only by their names. ... Sonic cannot get overly emotional (which is often paraphrased or misinterpreted as "Sonic can't cry."), since Sega considers it completely out-of-character for Sonic to act like that.