Mr Coburn, who was surprisingly elected in 2014 at the European Election, was UKIP’s only elected representative in Scotland, and the party’s leader in the country.
He follows former leader and the party’s highest profile representative for well over a decade, Nigel Farage, in quitting the eurosceptic group over increased ties to so-called ‘alt-right’ figures, including anti-Islam personality Stephen Yaxley-Lennon, known as Tommy Robinson.
UKIP under current leader Gerard Batten has been strong supporters of Mr Robinson, appointing him as an adviser on grooming gangs and speaking out in support of him during a recent court case.
The party has struggled to maintain support after their raison d’etre, the UK’s departure from the European Union, was confirmed in the referendum of 2016.
In the snap general election of 2017, UKIP received just over 500,000 votes across the UK, compared to nearly 4m at the 2015 election.
In a letter to UKIP’s chairman, Mr Coburn wrote: “As a unionist, I abhor English nationalism as much as I abhor Scottish nationalism.
“The party has been infiltrated by people with an alternative agenda, which is not the one on which I stood when I was elected and sadly does not represent the values for which UKIP once stood.
“I did not run on an anti-Islam platform. Unfortunately, this seems to be the direction that UKIP is taking — obsessing about this issue to the exclusion of all else at a time when we might lose the Brexit we fought so hard for.”
Mr Coburn has been no stranger to controversy during his time as an MEP, having come under fire for comparing SNP Minister Humza Yousaf to hate preacher Abu Hamza, and opining that Nicola Sturgeon would be ‘hanging from a lampost’ if independence had won the 2014 referendum.