The actor climbed to the top of the Live Nation office building in Beverly Hills first wielding a machete and then drinking out of a bottle, as captured by a TMZ camera crew.
Asked what he was planning to do next, Sheen shouted down to reporters below: "I ain't gonna go to f---ing Disneyland, I'll tell you that much."
Once on ground again, Sheen was asked if he was "excited" about being released from his Men contract.
"Let me just say, free at last, free at last," Sheen replied.
On Monday, Sheen's lawyer Marty Singer told The Hollywood Reporter that they are planning to sue Warner Bros. over Sheen's termination.
"We will sue," Singer said. "It’s a matter of when. It could be this week, it could be in a little while. We’re in no rush. But we will sue."