Police later found her locked in the bathroom of Sheen's room, which he allegedly trashed in a drunken rampage.
Anderson said Sheen had been verbally abusive during the night and eventually became violent.
"I felt nervous but it wasn't until he put his hands around my neck that I really thought to myself that you have got yourself in a bad, bad situation," Anderson said. "He grabbed something off from around the mini bar, and it looked like a knife, but I wasn't sure. It could have been an envelope opener or something, and I just went as fast as I could into the bathroom and I locked the door."
A lawyer for Sheen has issued a statement calling her allegations completely false and "blatant attempts to cash in on his celebrity."
The interview can be seen on Good Morning America beginning at 7 a.m. Monday.