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The Lost Hex (ロストヘックス,Rosuto Hekkusu?) is the main setting of Sonic Lost World. It is a mysterious, unexplored continent floating in the sky above Earth, and houses a variety of different areas. Lost Hex is also home to the Zeti, a race of creatures that include the Deadly Six.
In the Sonic the Hedgehog comic series and its spin-offs published by Archie Comics, Dr. Eggman conquered the Lost Hex and enslaved its locals, the Deadly Six, to find a different approach to the Shattered World Crisis. However, thanks to Sigma, a robot from a different dimension, Eggman was forced into serving Sigma and the Deadly Six, alongside fellow prisoner, Dr. Wily, on the Lost Hex. Eventually, the Lost Hex was turned into a battleground between Sigma and the Unified Army as the former emerged from the Lost Hex in more evolved forms. These events would later be erased from history by Xander Payne, although Eggman would return to the Lost Hex in the future to enslave the Deadly Six again.
According to a Japanese trailer that shows off the boss battles, Lost Hex is a "future continent". In the Japanese opening it is also described as a "continent of illusions" by Tails.