The star signed up for the new comedy, based on Adam Sandler and Jack Nicholson's 2003 movie of the same name, after he was fired from his last TV job, Two and a Half Men, following a public bust-up with producers.
The programme is due to premiere in the U.S. later this month (Jun12), but Sheen admits he is already looking to the future and is eager to quit showbusiness once Anger Management runs its course.
The 46 year old tells the New York Times, "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.
"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... There's a lot more out there to do than make-believe, you know?"