In Friday night's live eviction show, Ben Jardine became the third star to be booted from the house.
In her own statement to The Sun, she said: "Roxanne chose to leave the CBB house late last night after deliberating for two days with some sensitive issues she felt strongly about".
Big Brother confirmed Roxanne had left in a statement released on Saturday, saying: 'Roxanne has made a decision to leave the BB House. "The remaining housemates have been informed".
Her early exit came after she accused fellow housemate Ryan Thomas of "punching" her.
The pair later spoke about the incident, and Thomas told her: "I want you to know from the bottom of my heart I was showing my affection". 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 the wrong way. I don't want it to affect other people in here", he said.
She insists: "I've told the truth. I'd rather go instead, I'll go".
Aretha Franklin 'honoured like a Queen' as she lies in state
In the first hours, hundreds of people from multi-generations visited the public viewing with signs, Aretha T-shirts and more. A pink Cadillac pulled up in front of the museum before the doors opened, and the crowd burst into applause and song.
Speaking in the diary room that evening, Pallett said: "He actually punched me like a boxer would punch a bag".
Now Sam has alleged that Roxanne claimed he'd hit her when they worked together on a stage tour of The Rocky Horror Show. She also said she was "in pain all night".
Roxanne dubbed Ryan a "woman beater" in the Diary Room and asked the producers of the Channel 5 show to have him axed from the show after his actions.
They agreed to sort out their differences and shook hands.
The next episode of Celebrity Big Brother will air on Virgin Media Two / Channel at 10pm on Saturday 1 September. I just want to apologise.
Later on in the feed, Ryan screamed out: 'F***ing get me out of here now!'
Longing to be with his family and friends, he mused that they all have 'got my back.' adding: 'I just want to see them all'.
She has had a whirlwind few weeks, surviving a crash in a stock vehicle race in July and getting engaged a week after meeting her boyfriend Lee Walton.