That's (someone's) problem spoken language informal
Said to express your opinion that someone should address their own issues.
A: Can you help me write the essay? B: No, that's your problem. I've already suggested some ideas to you.
A: John is asking for financial support because he had gambled all his money away. B: That's his problem. I'd lent him money several times, and he'd never paid back!
A: Mary is increasingly despondent over losing her earnings on gambling. B: That's her problem. I told her to stay away from that evil, but she didn't listen.
The origin of this phrase is not clear.
To talk the main part at once, or avoid talking about what is not important
You should get straight to the point.