The Team Sky rider, one of race leader Chris Froome's key helpers in the mountains, came off on a descent.
Welshman Thomas, who was second overall at the start of the stage, suffered a broken collarbone after being brought down by Polish rider Rafal Majka.
"I'm just thinking of the devastation of leaving the Tour and another Grand Tour," Thomas told Team Sky's website.
Thomas also crashed out of the Giro d'Italia in May - caused by a police motorbike - on stage nine, when he was Team Sky's race leader.
His absence will be a blow to Froome, who is trying to win a third successive Tour de France and fourth title in five years.
"I crashed at the Giro on stage nine, and it's stage nine again here. I was lying second overall on both days as well. It's just so disappointing." Thomas continued.
"Everyone was nervous, everyone wanted to be at the front and a few people were battling to get between myself, Froomey and the rest of the boys.
"I let Majka in and then he came down right in front of me on a straight bit of road. I had nowhere to go, went over the top of him, and landed on my collarbone.
"Team doctor Jimmy [Juan Mercadel] said he thought it was broken but I got back on the bike and carried on down the descent, but when I got on the flat I knew something was wrong.
"Then the race doctor said exactly the same so I ended up stopping then, went for a scan, and it's broken."
Thomas won stage one of this year's race and wore the leader's yellow jersey until Froome took it after stage five.
The 31-year-old crashed on the damp descent of the Col de la Biche, just under halfway through the mountainous 181.5km stage from Nantua to Chambery.
It was Thomas's fourth crash of the Tour, having also gone down on the second, fourth and eighth stages.
He was not the only rider to crash out with Richie Porte, one of the race favourites, a notable casualty.
Britain's Geraint Thomas has been forced to abandon the Tour de France after crashing on stage nine.