The rapper had been noticeably absent in updates from the house yesterday (Tuesday) and in the evening it was confirmed that Ray J had left the house.
A spokesperson for Channel 5 confirmed that Ray J departed the series but did not reveal why he had left.
The spokesperson said that details about Ray's exit would be revealed in Bit On The Side at 11PM on Channel 5.
However host Rylan Clark-Neal only said: "Ray J has left the Celebrity Big Brother house. I know, it’s sad, it’s sad.”
The rest of the housemates were told the news late yesterday evening in a short announcement to the house.
"This is Big Brother, housemates, Ray J has left the Big Brother house and will not be returning," Big Brother revealed before asking one housemate to pack his belongings.
After quickly realising it wasn't a task or prank, the group sent their love to their former housemate.
While nothing has been officially confirmed about Ray J's reasons for leaving, rumour has it could be at least partly down to medical reasons.
American musician Ray J was reportedly set to scoop one of Celebrity Big Brother's biggest EVER fees.
Show bosses were reportedly in talks to get Ray - who appeared in Kim Kardashian's infamous sex tape and is cousin to fellow music star Snoop Dogg - to appear on Celebrity Big Brother for a while.
According to TMZ, Ray's deal was worth a cool $1 million which works out just over £800,000 at the time of writing.
In addition, he had apparently also been given a $30,000 allowance for flights and hotels while in the UK.
Ray J was one of six housemates facing eviction this week and the eviction will continue as planned.
Celebrity Big Brother 2017 continues nightly on Channel 5.