The Brexit Party is down to three members in the Welsh Parliament after former UKIP Senedd leader Caroline Jones quit on Tuesday.
The South Wales West politician accused the party of an “anti-devolution” stance that is against her principles.
Group leader Mark Reckless has vowed to campaign to scrap the Senedd, proposing a directly-elected first minister instead.
The Brexit Party group wished her well.
Ms Jones was one of seven UKIP politicians elected to the Senedd in 2016.
The group suffered from rows from the start, and Caroline Jones was the second of three leaders it had.
Before she joined UKIP Ms Jones had also been a member of the Conservative Party.
“As a Brexiteer, there was no reason not to lend my support to the Brexit Party group,” she said.
“But this was under the understanding that the Brexit Party shared my view that devolved government should be reformed so that it works better for the people I represent in South Wales West.
“Their current stance is one of an anti-devolution Party which is against my principles. My belief is that Westminster doesn’t provide all the answers.”
She added she wanted to make “devolution work for the people of Wales rather than undermine it”.
She will sit as an independent, leaving Mark Reckless as group leader and her former colleagues David Rowlands and Mandy Jones.
A Brexit Party spokesman said: “Caroline Jones has today informed Mark Reckless and the group that she will be leaving the Brexit Party group in the Senedd. We would like to thank her for all the work that she has done while a part of the group and we wish her all the best in the future.”