Henry Bolton said he ended his brief liaison with 25- year-old Jo Marney after the Mail on Sunday newspaper published what he described as "appalling and insulting" text messages she reportedly sent.
"I don't defend these comments whatsoever... As of last night the romantic side of our relationship is ended," he told ITV television.
Bolton, who took up the UKIP leadership in September, said Marney had been suspended from the party.
He is under pressure to resign over his liaison.
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"Next will be a Muslim PM (prime minister). And a black king," she was reported to have written.
In a statement, Marney said her remarks were "deliberately exaggerated to make a point" and were taken out of context, but "I fully recognise the offence they have caused".
Bolton had already made headlines this month over his decision to end his marriage and start dating Marney.
The party has struggled to find a role since the Brexit referendum and has been beset by infighting.