Friday night's eviction saw Married at First Sight star Ben Jardine evicted, who was met with "Get Roxy Out" chants and boos as he exited the house.
In her own statement to The Sun, she said: "Roxanne made a decision to leave the CBB house late last night after deliberating for two days with some sensitive issues she felt strongly about".
A spokesperson for CBB confirmed this morning: "Roxanne has made a decision to leave the BB House. The remaining housemates have been informed", a Celebrity Big Brother spokesperson said, adding there would be no further comment.
The departure comes after former Emmerdale star Roxanne faced explosive drama housemate Ryan Thomas.
Roxanne Pallett enters the Celebrity Big Brother house (Getty Images)
I want you to know from the bottom of my heart I was showing my affection.
The incident allegedly took place in the kitchen of the Big Brother house. She has now been reunited with her fiancé and family and thanks everyone for their support during her time in the show'. Maybe it came across wrong and I really do apologise if it came across that way.
His brother, Love Island star Scott Thomas, told his 325,000 followers: "I have now seen it all! When she said that, I was like, "Woah". "I just don't get it". "He actually punched me like a boxer would punch a bag".
Roadblocks remain as US-Canada NAFTA talks go down to the wire
They met late into the evening Thursday in search of a compromise in time for the deadline imposed by U.S. Trump achieved a trade breakthrough this week with his U.S. -Mexico deal, but it's incomplete.
India dominate England in morning session of Southampton Test
Their four fast bowlers once again bowled with pace, pushing the ball to a full length to take advantage of the movement on offer. Alaistair Cook was the next batsman to be dismissed as he was caught by Virat Kohli after contributing 17 runs for the team.
Standoff over Syria: US, Russia trade chemical weapon warning
As the Assad-Russia-Iran alliance gained a decisive advantage over Western-backed rebel groups, USA goals in Syria have shifted. It is trying to avert an attack by forces loyal to Syrian President Bashar al-Assad, who is backed by Moscow.
Roxanne claimed on the show that Ryan had intentionally tried to hurt her, labelling him a "woman beater". Except footage of the incident shows her claims to be wildly exaggerated.
"I was going to ask if you want your washing done but I might shrink them instead" she says as Thomas playfully ushers her into the bedroom.
They agreed to sort out their differences and shook hands.
Then he said, "My life is in tatters", after the punching incident.
"I feel like I need to get myself together a bit and have 24 hours".
Celebrity Big Brother continues on Channel 5.
In 2008, the actress - who is engaged to Lee Walton - revealed she was emotionally and physically tortured by an ex-boyfriend.