According to a media report, the vote was initiated when the incumbent Labour lawmaker was ousted by her constituents in a recall petition. Labour candidate Lisa Forbes won with 10,484 votes.
The Brexit Party came second with 9,801 votes while UK Prime Minister Theresa May's governing Conservatives came third with 7,243 votes.
Farage's Brexit Party won the European parliamentary elections in May with over 31 percent of the vote and securing 29 seats in the legislature.
The investigation was reportedly initiated by a member of the European Parliament, who claimed that Farage received a 450,000 pounds ($574,000) "gift" from businessman Aaron Banks and did not declare the money. According to the lawmaker, Banks gave him money to "fund a lavish lifestyle".
Farage registered the Brexit Party in February after leaving UKIP in December over disagreements with the party's Brexit approach. In April, Farage said that he would use the European elections as a launch pad for his party to fight for change in the UK political system, after it failed to deliver the country's exit from the European Union.
Meanwhile, the UK Labour Party has struggled with allegations of anti-Semitism for several years now. Several party members were suspended after it was revealed they had been involved in anti-Semitic actions. Jeremy Corbyn has consistently rejected the accusations, pledging to redouble efforts to fight anti-Semitism within the party.