In a statement Tuesday, producer Lionsgate says the actress won't be returning to the FX comedy. The company says it wishes her "the very best" but has no further comment.
Blair's departure comes while the comedy is about halfway through completing its 90-episode order from FX.
The actress's publicist didn't immediately respond to a request for comment. Sheen's manager, Mark Burg, declined comment, as did FX.
The sitcom represents Sheen's TV series comeback after he was fired from CBS' "Two and a Half Men" in 2011 after clashing with producers.
Sheen has an ownership stake in "Anger Management."
Blair played a therapist and colleague to Sheen's character on the show. Sunday is her 41st birthday.