The soul singer is the third contestant to leave outside the house’s usual elimination process.
Alexander O’Neal had been given a formal warning by producers on January 17 for using homophobic language aimed at celebrity blogger Perez Hilton.
Although he apologized, the singer has now opted to leave the house.
Jeremy Jackson and Ken Morley were previously removed from the house over their behavior.
Alexander O’Neal’s departure follows a dispute between him and Perez Hilton, in which the singer accused his housemate of deliberately provoking him.
A short message from Alexander O’Neal was read to those remaining in the Big Brother house, which read: “To all my housemates, I’ve had a great experience with you guys and I have mad love for almost all of you.
“I want you guys not to be sad that I’m leaving and to not let my departure interrupt your experience.”
Baywatch star Jeremy Jackson was thrown off the show after pulling open another contestant’s dressing gown, exposing her. He later received a police caution for common assault.
Former Coronation Street actor Ken Morley was removed from the house for using racist language while in conversation with Alexander O’Neal.
Speaking after his dismissal, Ken Morley accepted he had used “an outdated expression”, but denied he was racist.
Model Chloe Goodman, who was involved in the incident with Jeremy Jackson, is so far the only contestant to be evicted by public vote, leaving the house on January 16.
Speaking to The Sun on Sunday about Alexander O’Neal, Chloe Goodman said: “He’s a lovely man, but he isn’t comfortable. He hates the disrespect in there and I think he’s finding it hard to cope. He wants to go home.”
Helping to make up the numbers of the departed celebrities, Katie Price entered the house on Friday.
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