Rodriguez, the New York Yankees third baseman, was suspended by MLB in August for 211 games for allegedly using performance-enhancing drugs. He appealed the decision and arbitrator Frederic Horowitz was in charge of the hearing, which had entered a 12th day as of Wednesday.
Horowitz refused to call MLB Commissioner Bud Selig to testify, which led to Rodriquez leaving the meeting.
"I am disgusted with this abusive process, designed to ensure that the player fails," Rodriguez said in a statement.
"I have sat through 10 days of testimony by felons and liars, sitting quietly through every minute, trying to respect the league and the process. This morning, after Bud Selig refused to come in and testify about his rationale for the unprecedented and totally baseless punishment he hit me with, the arbitrator selected by MLB and the Players Association refused to order Selig to come in and face me.
"The absurdity and injustice just became too much. I walked out and will not participate any further in this farce."
The Rodriguez suspension stemmed from an investigation into Biogenisis of America, which allegedly supplied banned substances to several players. MLB handed down a series of suspensions but Rodriguez was the only player to appeal. That allowed him to play out the 2013 season as the appeal process was carried out.
Rodriguez also has sued MLB and Selig in New York state court.