Initially uncertain about which way to vote in the referendum, Wollaston announced in June 2016 that she was no longer supporting the Vote Leave campaign in the referendum on European Union membership and would vote to remain in the EU. In February 2019, she resigned from the Conservatives, along with two of her peers, and joined The Independent Group, later Change UK. Four months later, she quit the party to sit as an independent MP. In August 2019, she joined the Liberal Democrats but lost her seat in the 2019 general election standing as a Liberal Democrat.