The move, which caught others off-guard, prevented any witnesses from testifying until the trial, the Philadelphia Inquirer reported.
At least half the 10 boys he is accused of sexually assaulting were scheduled to testify.
Sandusky, 67, faces 50 counts for allegedly molesting 12 boys between the mid-1990s and 2009. A grand jury report released last month indicated Sandusky used a charity he founded, The Second Mile, to target his victims.
Sandusky arrived at Tuesday's hearing at the courthouse in Bellefonte, Pa., with his attorney, Joseph Amendola, who had indicated he would proceed with the preliminary hearing but changed tactics Tuesday.
The Inquirer said the hearing lasted about a minute.
On Friday, two Penn State administrators are to have their own hearings on perjury charges in Harrisburg. The grand jury alleged former university Vice President Gary Schultz and Athletic Director Tim Curley lied about what they were told concerning a 2002 incident in which a graduate assistant reported seeing Sandusky raping a boy in the locker room showers on the State College campus.
The grand jury report indicated the former defensive coordinator told the mother of a boy he is accused of sexually molesting he wished he were dead. The report stated Sandusky spoke to the 11-year-old boy's mother by phone as police listened.
"I wish I could get forgiveness. I know I won't get it from you. I wish I were dead," the report quotes Sandusky as saying.
The boy, now age 24, had been distraught after Sandusky allegedly persuaded him to take a shower in the Pennsylvania State University locker room, soaped him down and then gave him a bear hug while they were naked, the victim's lawyer, Ken Suggs of Columbia, S.C., told The (Columbia) State.
The boy went home and told his mother, who contacted police.
Sandusky has told NBC News and The New York Times he showered with some boys, but denies any criminal wrongdoing.
Sandusky posted a $250,000 bond and was released from jail last week after facing charges by two additional accusers, which brought the total to 12.
Sandusky is confined to his home and must wear an ankle monitor. He is forbidden to contact any witnesses.