Challenge Mode in Sonic Heroes offers a unique twist on the main stages, providing specific objectives that differ from the standard 'reach the goal' format. These challenges often require you to collect a certain number of rings, defeat a specific type of enemy, or complete the stage under unusual conditions. Challenge Mode is unlocked after completing a team's story campaign.

Types of Challenges:
- Ring Collection: Collect a set number of rings within the stage.
- Enemy Hunt: Defeat a specific number of a certain enemy type.
- Time Attack: Complete the stage within a very strict time limit.
- No Damage: Complete the stage without taking any damage.
- Specific Formation Only: Complete the stage using only one character formation (e.g., only Speed formation).
Each challenge provides a different way to experience the stages and forces you to adapt your strategies. For example, a 'No Damage' challenge will require meticulous platforming and careful enemy engagement, while a 'Time Attack' will demand optimal routing and constant boosting. Completing challenges often rewards you with emblems, which contribute to unlocking additional content.