The Web site reports that James left Arizona's Sierra Tucson clinic over the weekend, where he checked in "to deal with personal issues," amid escalating reports that wife Sandra Bullock has no plans to reconcile.
The report also says that privacy issues at the clinic may have been another reason for James' departure.
"He was fed up with all the media leaks from inside. He had privacy and security concerns," a source told E! News.
James remains in "a program," the source continued, but couldn't specify where or what kind. The source also didn't rule out a return to the Sierra Tucson clinic.