The 46-year-old says that when he wraps the new series, he wants to devote more time to his five children.
"When I'm done with this business it's just going to be about soccer games and amusement parks. And when this ends, I'm done. This is my swan song," he said.
"I've been doing this 30 years. And there's a lot more out there to do than make-believe, you know?" he added. "I mean, I'm grateful. I've got a dream life as a direct result of television, you know? But at some point you just get tired of wearing somebody else's clothes, saying somebody else's words and working in somebody else's space."
Sheen, who was fired last year from "Two and a Half Men" after a series of very public outbursts, also says he's "aware of the fact that you don't get these kinds of shots in the same lifetime."
"You're only supposed to have one hit show, unless you're Kelsey Grammer," he said.
That doesn't mean you won't see plenty of Sheen: His "Anger Management" deal with FX calls for the show to be renenewed for another 90 episodes if the first ten are successful.
And he could always change his plans about retiring. Sheen has been known, after all, to say some crazy things.