Sheen is scheduled to perform the second show of his "My Violent Torpedo of Truth/Defeat is Not an Option" tour on Sunday night (local time).
He's set to take the stage at the historic 3,600-seat Chicago Theatre.
The 20-city variety show started on Saturday night with thunderous applause in Detroit but ended 70 minutes later. Sheen tried to appease his audience but ultimately concluded the first show was "an experiment."
The crowd eventually abandoned Sheen with many audience members chanting "refund" and heading for the exits before the show abruptly ended.
The Chicago Theatre box office says the show is sold out, though tickets are listed for sale elsewhere online.