The UKIP leader sent the message in reply to a young party member who urged him to publicly call for Marney to have her membership removed.
The party chairman, Paul Oakden, said the leader had "some hard decisions" to make.
Led by Brexit campaigner Nigel Farage, UKIP won almost 4 million votes in 2015, 12.6 percent of those cast, on its anti-European Union platform, putting it at the forefront of British politics even though it managed to win only one seat in parliament.
Markle, who will Wednesday Harry in May, has spoken publicly and written about being proudly biracial, and also about how it affected her acting career.
Speaking of minority groups in general, she claimed they were "pushing their way to the top slowly".
In the conversation, she also says 'next will be a Muslim PM.
Mr Etheridge said he was not passing judgement on 54-year-old Mr Bolton's private life but on his professional performance.
Meghan Markle was recently criticized by Jo Marney for her African-American roots. Not my thing. Just personal taste.
Ms Marney also disclosed that she would never have sex with "a negro" because they are "ugly". Just means I do not want their cultures invading mine.
Now Golden Globe victor Aziz Ansari gets accused of sexual assault
The following day, Grace allegedly sent Ansari a text message explaining how uncomfortable he had made her the previous night. Clearly, I misread things in the moment and I'm truly sorry. "It was actually painful to watch him win and accept an award".
Following The Mail's report, Miss Marney released a statement, saying: "I apologise unreservedly for the shocking language I used".
She added: "The opinions I expressed were deliberately exaggerated in order to make a point and have, to an extent, been taken out of context. Yet I fully recognise the offence they have caused", Marney said in a statement to the Mail on Sunday.
'No offence was intended and, again, I apologise unreservedly for any such offence or hurt that my messages have caused to members of the public, members of Ukip my friends, family and loved ones.
"I thought to myself, it must be someone's last day at work or someone got extremely upset at a superior and basically did this as a practical joke, ' he said. I can not sufficiently express my regret and sadness at having done so", Marney added.
UKIP activist and former leadership candidate Ben Walker said Mr Bolton should go before he destroyed UKIP's "political family".
On Sunday he was accused on Twitter of being in Ms Marney's company when he appeared on television in mid-October.
But one party politician said she should have been expelled, while a UKIP member of the European Parliament said it was time for the "inexperienced" leader to "go quietly".
Mr Farage then returned briefly, to be succeeded by Paul Nuttall in November 2016.