The star of the hit sit-com Two and a Half Men was at the hotel to spend time with his ex-wife, Denise Richards, and their two kids.
The New York Post reported that Sheen, 45, flew into a rage after he hosted a prostitute in his room and then discovered that his wallet and cellphone were missing.
Sheen was not injured in the incident but checked himself into hospital for evaluation, the report said.
The actor, who is one of the world's best-paid TV stars, has a history of substance abuse and domestic violence. His representative told Eonline that the latest incident was caused by an adverse reaction to medication he was taking.