About 2.3 million of the devices were sold in Europe, with the remainder going to Asia and North America.
The recall comes as Sony is aggressively promoting the PlayStation Portable (PSP) and preparing for the launch of the next-generation PlayStation 3 console next year. A spokeswoman declined to say how much the recall would cost Sony.
In the United States, Sony received 38 reports of the adapters overheating, according to the U.S. Consumer Product Safety Commission. There were two reports of minor burns, one minor shock and four reports of minor property damage, the agency said.
The U.S. recall covers about 843,000 power adapters for the slim versions of the PlayStation 2 systems with date codes: 2004.08, 2004.09, 2004.10, 2004.11 and 2004.12 and serial numbers beginning with "F3," the CPSC said.
The CPSC advised U.S. consumers to stop using the adapters immediately and contact Sony Computer Entertainment America for a replacement. They can obtain additional information by calling 1-888-780-7690 or www.us.playstation.com.