The Anger Management star explained that he has a strong connection to the spiritual world and often sees the ghost of friend Zalman King as well as the father of another close friend.
Sheen told Playboy: "When my friend Zalman King died, I went to comfort his widow, Pat. We were making a toast, and I saw Zalman, who'd been dead for four hours, dance through the background. It was a trip... I'm not f**king high or experimenting with psychedelics and s**t.
"I just accept stuff like that and don't try to figure it out. I saw these people, or their spirits or whatever, for a reason. I don't know what the reason is right now, but maybe it'll be revealed some other time."
Sheen has previously suggested that the proposed 90-episode order for his new series Anger Management isn't enough.
Anger Management airs on FX.
Watch a promo for Anger Management below: