The show will enter its third season without 47-year-old Jones, who became popular after playing Captain Frank on the show, reported Variety.
Representative for FOX and the show has not made an official statement regarding Jones' exit, but according to a tweet by a Broadcasting & Cable editor, the actor confirmed the news at an event for digital video channel Machinima on Monday, May 4.
"Sleepy Hollow" was renewed for a third season in March. At the time, it was also announced that Clifton Campbell was tapped as a new showrunner to replace Mark Goffman, who left the show before the renewal.