The Russian began working with Connors recently after she fired her coach of two-and-a-half years, Thomas Hogstedt, after Wimbledon. Connors previously coached Andy Roddick for about 18 months before he resigned in 2008.
Sharapova lost her opening-round match in Cincinnati to Sloan Stephens Tuesday, after which she fired Connors.
"It’s not the right fit for this time in my career," she told Tennis.com of her work with Connors.
Sharapova was offered a wild card spot in New Haven Open in Connecticut next week, but she turned it down, saying she didn't want to overtax her body and would rather spend the time training. She's been dealing with a left hip injury she suffered at Wimbledon.