The porn star also claimed that she supplied "hundreds" of call-girls to the 'Two and a Half Men' star over the years, reports the New York Post.
"Charlie and I were having this great project and he was talking about performing in front of the camera," the madam, who goes by the name 'Felony', told RadarOnline.com.
"He goes, 'Let's call it Charlie's Devils!'"
Felony recounted how she and Sheen came up with the idea for the show, which involved making a demo tape of his favorite sexual positions.
"[Sheen] goes, 'Well I like them all!'" Felony said.
Asked where is the tape now, Felony replied, "Charlie's got the tape. I gave it to him afterwards. He was keeping it so he could practice."
The madam said the 45-year-old actor may be comfortable in front of the camera, he was nervous about making a porn tape.
"He's getting jazzed about this whole project about starting his own line of porno," Felony said once Sheen viewed the tape.(ANI)