Sheen, who has long battled addictions to drugs and alcohol, made headlines last year when he trashed a posh Manhattan hotel room during a visit to the Big Apple.
The actor, who was recently fired from his sitcom "Two and a Half Men" because of his erratic behavior, is back in town to perform his touring one-man show, "My Violent Torpedo of Truth: Defeat is Not an Option," at Radio City Music Hall this weekend.
"We have a big police force, we're ready for him," the New York Daily News quoted Kelly as saying Friday.
Asked if he planned to check out the show, Kelly told the newspaper, "I don't think so."
Sheen was heckled and nearly booed off the stage when his show debuted last weekend in Detroit. He reportedly has retooled his act and earned better audience receptions in Chicago and Cleveland.