The 32-year-old "Terminator 3: Rise of the Machines," "In the Bedroom" and "Sin City" star entered the undisclosed facility last month after his wife told police he had been missing for several days and she feared he died of a drug overdose.
"He left (rehab) a week ago," an insider said Saturday. "He walked out against doctors' advice. He just didn't want to be there anymore ... It is very sad. He's still struggling and has yet to hit rock bottom. Everyone is extremely worried about him."
E! said Stahl was spotted in downtown Los Angeles a few days ago, but it is unclear where he is now.