The Hollywood bad boy told the Extra TV show that he was not stressed about the night that saw him taken to hospital after allegedly trashing his suite at the city's Plaza Hotel.
'If a guy has one bad night then everyone goes insane and panics. I'm not panicking,' Sheen told Extra.
Sheen, 45, also said that he was laid back about losing a $150,000 watch during the wild night.
'Well, the way I look at it is that if you have expensive tastes, you have to be prepared for expensive losses.'
Asked how he was doing, Sheen said he was 'doing great. Back to work. Everything's good, everything's good.'