The Birmingham-raised Black Sabbath frontman, 73, told the Observer he was “fed up” with the number of mass shootings in his adopted home nation.
He also said he does not want to die in the US and be buried in Forest Lawn, the California cemetery favoured by many celebrities.
The couple, who married in 1982, are to move to their 120-year-old Grade II listed property, Welders House, in Buckinghamshire.
Ozzy said: “Everything’s f****** ridiculous there. I’m fed up with people getting killed every day. God knows how many people have been shot in school shootings.
“And there was that mass shooting in Vegas at that concert. I don’t want to die in America.
“I’m English. I want to be back. But, saying that, if my wife said we’ve got to go and live in Timbuktu, I’ll go. But, no, it’s just time for me to come home.”
Sharon said: “America has changed so drastically.
“It isn’t the United States of America at all. Nothing’s united about it. It’s a very weird place to live right now.”
Ozzy was lead vocalist of heavy metal band Black Sabbath, which he formed in 1969 alongside guitarist Tony Iommi, bassist Geezer Butler and drummer Bill Ward.
In the early 2000s, he became a reality TV star through the MTV show The Osbournes alongside his wife and their children.
He will release his 13th solo album Patient Number 9 on September 9 after making a surprise appearance during the closing ceremony of the Commonwealth Games in Birmingham.