Giving evidence to Holyrood’s Europe and Culture Committee this morning, the MEP, added: "I've got to be diplomatic, I won't say mess, but this whole Brexit has caused so many problems.
"It's just so unfortunate because if you look at the world there are so many other things we could be dealing with.
"But, of course, we respect every decision taken in London, even though we are still very, very sad."
Speaking to the Committee, he stressed the trade deal agreed on Christmas Eve was "unprecedented", being the first the EU had negotiated with a former member state.
David McAllister addressed Holyrood's Europe Committee (Image: Express Newspapers/Scottish Parliament)