"We believe our priority right now must be to provide collegiate leadership to bring people together in the national interest," they said.
"We know the landscape will continue to shift within the political landscape and have concluded that by returning to sit as independents, we will be best placed to work cross party and respond flexibly."
Change UK, previously known as The Independent Group, launched in February when seven Labour MPs quit to become independents. Three Conservatives joined them.
Ms Soubry, who is the new leader, said: "I’m deeply disappointed that at such a crucial time in British politics our former colleagues have made this decision.
“Now is not the time to walk away, but instead to roll up our sleeves and stand up for the sensible mainstream centre ground which is unrepresented in British politics today.
“Going forward, the Change UK MPs are as determined to fix Britain’s broken politics as we were when we left our former parties."
Ms Berger was warmly received in Golders Green last month when she campaigned there alongside Change UK candidate and former BBC journalist Gavin Esler.
Despite anti-Brexit feeling in London, Change UK failed to win any seats there.
