Brandon Block fought back tears as he told his housemates he had decided to quit Celebrity Big Brother.
The DJ, 49, left the house on Wednesday evening, one day after American artist and songwriter Ray J Norwood also left the reality show.
His departure was aired on the Channel 5 series's companion show, Celebrity Big Brother's Bit On The Side, hours after the news broke.
Brandon looked emotional as he approached his co-stars after speaking to Big Brother in the Diary Room before asking to speak to them all.
He said: "Listen, I've not been happy for a few days. I love you all, I really mean that, I'm just not myself.
"It's been a great experience but I'm just not feeling me, I don't want to sit out there all day and, you know ... smoke. Crack on everyone."
Before leaving the house he received hugs from visibly upset housemates Austin Armacost and James Jordan.
Bit On The Side host Rylan Clark-Neal asked chef Rustie Lee, a panellist on the show, if Brandon would be missed from the series.
She said: "Not really. He's been sat around depressed, probably, not happy at all with what's going on. We've seen no action from him."
Rylan said: "It does make sense he has been feeling like that."
He added: "We want to send our best wishes for the new year to Brandon."
Brandon previously said he was "incredibly honoured" to have the experience of being a part of Celebrity Big Brother.
He became one of the celebrity contestants to be "edited out" when the series kicked off last week.
Brandon was forced to wear a beige tracksuit and was left out of some activities as part of the first task of the series as he was chosen by the All Star members of the house acting as producers.
Ahead of taking part in the show, Brandon said he was looking forward "to getting away from technology for a while and having a laugh with new people".
The musician made a name for himself as a DJ in the 90s, and also became well known for his former rock 'n' roll lifestyle.
His departure came one day after Ray J, 35, left the TV lock-up after he blacked out over pain caused by a cracked tooth.
Ray J has since threatened Celebrity Big Brother with legal action after he said he was prevented from re-entering the house.
The first live eviction for the series will take place on Friday, with Angie Best, James Cosmo, Stacy Francis, couple Heidi Montag and Spencer Pratt and Austin up for the chop.