Coherent anti-Stokes Raman scattering (CARS) interferometry is used to deplete the anti-Stokes radiation emerging from a tightly focused spot. Near-to-complete depletion of the anti-Stokes radiation is obtained when a phase-controlled local oscillator field at the anti-Stokes frequency is out of phase with the induced CARS field in the focal volume. Unlike in traditional interferometry, this depleted energy is not spatially redistributed. A theoretical analysis shows that the energy loss in the anti-Stokes channel is accompanied by an energy gain in the pump and Stokes channels. Interferometric switching of anti-Stokes radiation may offer a route toward developing high-resolution CARS microscopy.