Mr Farage quickly replied: “You want to be independent. You can’t be independent and be in the EU”.
The remark sparked applause from some members of the ITV audience.
As he turned on Labour’s Richard Burgon, Mr Farage added: “Isn’t the real key here. Labour’s referendum would give us a choice, would it not of Remain, versus Remain?”
The Scottish First Minister was quizzing Conservative representative for the evening, Rishi Sunak, over whether the UK could still leave the EU with no deal.