Sharapova announced in July that Connors would be taking over from Thomas Hogstedt.
But the Russian lost to American Sloane Stephens in their opening game at the Cincinnati Open on Tuesday.
“It’s not the right fit for this time in my career,” Sharapova said in a statement.
Connors, 60, watched on from the stands as Sharapova, in her first match after a seven-week injury lay-off, made 62 unforced errors in her loss to Stephens.
He tweeted after the match: “Every good round starts with a bogey – not the start we wanted, so back to work tomorrow.”
Sharapova worked with American Connors in 2008, just before the Australian Open.
She won three Grand Slam tournaments between 2004 and 2008, adding the French Open in 2012 to her list of major titles and complete a career Grand Slam.