Sheen, who is facing domestic violence allegations, entered the back of the course house wearing sunglasses and a dark coat. His wife, Brooke Mueller, entered from a side door. Each was accompanied by four people.
Sheen, the star of TV's "Two and a Half Men" was arrested Christmas Day at his Aspen home. His wife had called 911 and later told police that Sheen held her down on the bed, put a knife to her throat and threatened to kill her.
The two have reportedly reconciled since.
The Sheens, who have twin baby sons, will also ask a judge to modify a restraining order in place since the arrest so they can be together.
Sheen is expected to enter a plea.