The long-reliever, best known for his best-selling memoir "The Bullpen Gospels", signed with Nettuno baseball club on Feb. 1 after being cut by the Tampa Bay Rays in August 2011.
"I'm back in the states," said Hayhurst in a tweet Sunday. "I regret I had to leave Italy for personal & professional reasons that I cannot fully disclose at this time."
He added in a later tweet: "I'd also like to say I'm very sorry to leave so shortly after arriving, that it was not personal and I regret it happened the way it did."
Hayhurst was scheduled to be the opening-day starter for Nettuno on March 30.
The 30-year-old native of Canton, Ohio, would not get into any specifics about his return to the United States.
"There's been some very negative & insulting conjecture about my departure," said Hayhurst via Twitter. "I wont speak to the negativity, I'll just say there are 2 sides."
Hayhurst wrote "The Bullpen Gospels" — released in late March 2010 — while a member of the San Diego Padres minor-league organization. The sequel "Out of My League" was published Feb. 28.
He was drafted by the Padres in 2003 and made his MLB debut on Aug. 28, 2008.
The Blue Jays picked Hayhurst up off waivers on Oct. 26 2008, but he spent the entire 2010 season on the disabled list after surgery on his right shoulder. He then signed a minor-league deal with the Rays in February 2010.
Hayhurst played in 25 major league games with San Diego and Toronto with 27 strikeouts and a 5.72 earned-run average.