O'Reilly announced his plans during his Tuesday night broadcast of "The O'Reilly Factor" on the Fox News Channel, saying he typically takes a vacation around this time of the year.
"I grab some vacation because it's spring and Easter time," he said. "Last fall, I booked a trip that should be terrific."
O'Reilly wouldn't say where he was headed, only that he would have a "full report" when he returned.
Earlier this month, the New York Times reported that O'Reilly and Fox News paid about $13 million over the years to settle several claims of sexual harassment and other inappropriate behavior toward women at the company.
Since then, dozens of sponsors have withdrawn their commercials from the program. Advocacy groups like the National Organization for Women have called for O'Reilly's dismissal.
O'Reilly has acknowledged the settlements made between 2002 and 2014, but denied the merits of all the sexual harassment claims made against him. He has said the payouts were made to spare his children from negative publicity that would be caused by any prolonged legal battles.
On Monday, network parent company 21st Century Fox said it was launching an investigation into a claim made by Los Angeles radio personality Wendy Walsh, who said she was denied the chance to become a contributor to Fox News after rebuffing O'Reilly's sexual advances. Walsh spoke to the Los Angeles Times this week about why she went public with her claim against O'Reilly.
After O'Reilly announced his vacation, New York Magazine reported that there's a split inside the Murdoch family — which runs 21st Century Fox — over whether O'Reilly should remain with the network. 21st Century Fox declined to comment on that report. Fox News confirmed that this was a planned vacation and that O'Reilly is due back April 24.