O'Brien's last day on the show was Friday, The Huffington Post reported. She had been the lead anchor since the show first aired in January 2012 during the Republican primary elections.
The decision to take O'Brien off the air was made by CNN president Jeff Zucker, who took over the company in 2013.
"My tenure at the helm of this show ends today and I'm not going to be covering daily news for CNN after today," O'Brien said Friday during her final sign off from the show.
"Over the last decade at CNN, I've had a really great chance to cover some of the biggest stories of our time like the Asian tsunami, the earthquake in Haiti, our entire political season last year and Hurricane Katrina."
CNN has announced that former ABC anchor Christopher Cuomo will host a new morning show.