Speaking to BBC Radio Wales' Sunday Supplement programme, Mr Gill said he does not take home two pay packets.
"My AM salary is deducted from my MEP salary and after taxation, my take-home pay is less than before," he said.
But he said he would not stand down from the MEP role because there is nobody to replace him - the second person on UKIP's Welsh MEP list has left the party while the third and fourth are now AMs themselves.
"They are not going to give up a Welsh Assembly job for a two year job [in Brussels],".
"There would be a by-election and we would probably lose.
"More than half of the population of Wales wanted us to leave the EU.
"I am the only Welsh MEP who wants us to leave the EU. More than ever, there is a responsibility to make sure Article 50 [official notice of the UK's decision to leave the EU] is invoked and reported back to the people of Wales."
"It is part of a proxy war between the NEC and loyalists of Nigel Farage.
"It was an act of malice that the letter was leaked for political reasons, a way of damaging the legacy of Nigel Farage and a way of damaging me."
I am not sure if there would be By-election if Mr Gill was to stand down as a MEP
As he says the list they presented at the Euro Election is exhausted . But maybe they follow the same rules as the Assembly list system
I f there are no further candidates from that party, then the seat will remain vacant until the next Welsh general election.If course there will not be another Euro Election in the UK as we leave.
But a By-election for a Euro seat would prove interesting because it would in effect e seen as mini referendum .,
It could be argued that anything that kept Ukip members away from the Siambr would be welcome .
In the past MPs elected to the Assembly kept their seats and in the early days of the Assembly that may well have proved useful but there should be no double jobbers in the Assembly .
You can't complain about the workload and moonlight at the same time.
Its a pity that this important issue has becomes part of a power struggle within Ukip and not a general debate on how Legislators carry out their duties to those who elected them.