This study examines how Brexit disrupted the Uncovered Interest Parity (UIP) for the British pound (GBP), analysing data from 2009 to 2023. Using Fama's framework and holding-period return models, structural shifts in bond yields post-Brexit are identified, particularly affecting GBP/USD and GBP/JPY pairs. While monetary policy rates showed no significant breakpoints at Brexit, longer-term bond yields exhibited strong shifts, often coinciding with later macro-financial disruptions. The findings suggest that Brexit induced maturity-dependent, asymmetric effects on UIP dynamics, primarily impacting long-term risk premia and yield expectations rather than short-term rates.