The actor was reportedly booed offstage at the Fox Theatre after failing to impress a sold out crowd with his humour, music and poetry.
Many fans who walked out on the show were met outside the venue by reporters - and revealed the show was terrible. Many demanded refunds.
One outraged fan said, "I love Charlie Sheen but I thought it was gonna be something more than it was. It was not good."
The gig was the first of 20.
The Los Angeles Times' theatre critic Charles McNulty called the debut an "epic failure".