The Right Reverend Michael Perham was investigated by police over claims of indecent assault, and the Church has launched its own internal probe.
A special service planned to celebrate his time as bishop had to be cancelled.
Addressing the clergy and diocese, Bishop Perham expressed his "sadness" that a proper goodbye was not possible.
Mr Perham was questioned in August over allegations of historical sex offences dating back more than 30 years.
However, the Metropolitan Police confirmed in October it would not be taking the matter any further.
The Church of England said its own internal investigation into the claims was still ongoing and there was no formal timetable for its completion.
When the allegations were made, the Bishop of Gloucester stepped back from his duties and they were handed to the Bishop of Tewkesbury.
In his letter, Mr Perham said he did not wish "to dwell" on his last weeks in office, but wanted to "give thanks for the 10 years in which it has been my privilege to be a bishop for the people of Gloucestershire and beyond".
In a letter to mark his retirement on Friday, the Bishop of Gloucester has spoken of his "distressing" and "painful" last days in office.