United Kingdom media regulator Ofcom received 11,215 complaints after Thursday night's episode, with Thomas receiving a formal warning from the show.
Big Brother confirmed Roxanne had left in a statement released on Saturday, saying: 'Roxanne has chose to leave the BB House.
The Press Association reports that a spokesman for Channel 5 said the other housemates had been informed of Pallett's decision.
The official statement said: "Roxanne has chose to leave the BB House".
This followed an incident which caused huge uproar, as Ofcom, the British broadcasting regulatory body, received over 11,000 complaints about the episode which aired on Friday 30 August.
'She has now been reunited with her fiancé and family and thanks everyone for their support during her time in the show'.
Thomas, 34, said there was no "malice" in his actions, with some viewers arguing that the incident was only play-fighting.
He was reminded of the show's rules and given a formal warning.
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On Twitter, the actor called her "dangerous" and "not well".
"Maybe it came across the wrong way".
An emotional Roxanne replied: "I'm not questioning your integrity".
"I'm in shock, I went from upset to angry".
The 35-year-old asked to leave shortly after Ben Jardine was evicted from the house, and bosses allowed the star to walk from the show. All I say, in my life, things have happened to my family, you've seen me, I like to have a little box.
She said: "I can't choose".
Speaking in the diary room that evening, Pallett said: "He actually punched me like a boxer would punch a bag".