Pickens, who plays Dr. Richard Webber on the ABC series, told Us Weekly magazine that Heigl and Knight are leaving.
Pickens says he wishes Heigl "nothing but the best," the magazine reported online Tuesday. He says his other co-star, Knight, wants to pursue other "career paths."
Publicists for Knight and for series creator Shonda Rhimes declined comment. Requests for comment from Heigl's publicist and ABC were not immediately returned.
Heigl, who plays Dr. Izzie Stevens, starred in the films "Knocked Up" and "27 Dresses," and has another movie, "The Ugly Truth," coming out.