Nigel Farage has admitted his marriage is going through "ups and downs" as he broke his silence over speculation about his private life.
His wife Kirsten Farage revealed they have been living "separate lives" for some years after unconfirmed reports her husband is sharing his Chelsea home with French politician Laure Ferrari.
German-born Ms Farage said the former Ukip leader moved out of the family home in Kent "a while ago".
Mr Farage said he had been aware of recent press coverage about "a few personal difficulties that I've had with my marriage and my family and my relationships".
Speaking on his LBC Radio show he said: "All of us in our lives go through ups and downs and I regret the down that I am in at the moment.
"But I make this plea, particularly to the media - please leave my wife and children alone. Don't hassle them, don't intimidate them. They don't deserve it and it's simply not fair."
The couple married in 1999 after Mr Farage's divorce from his first wife and have two children.
In a statement to the Press Association, Mrs Farage said: "My husband and I have lived separate lives for some years and he moved out of the family home a while ago.
"This is a situation that suits everyone and is not news to any of the people involved."
The Mail on Sunday reported that Ms Ferrari - who runs the Institute for Direct Democracy in Europe (IDDE) - has been living in the former Ukip leader's house for the past week.
Mr Farage told the newspaper he was helping her because she needed accommodation and had nowhere else to stay.
He was pelted with eggs on Monday as he greeted Ukip leader Paul Nuttall near his campaign office in Stoke-on-Trent, where he is standing in the by-election this month.
He said voters going to the polls in the Potteries constituency on February 23 could trigger a "sea change in British politics".
The city voted by a clear majority to leave the EU in last year's in-out referendum.
Mr Farage said: "This is one of the most important by-elections we've seen in modern political times.
"Maybe Paul Nuttall winning this by-election will spark a big and genuine sea change in British politics."