The male protestor who threw the milkshake at Farage was arrested by police.
Just recently, far-right figures such as Tommy Robinson and the UK Independence Party candidate Carl Benjamin have had milkshakes thrown at them during their European election campaigns.
The Brexit Party leader became the latest victim of a protest which has seen other European election candidates such as Ukip's Carl Benjamin and ex-English Defence League leader Tommy Robinson suffer similar attacks.
Video footage of a protester launching a milkshake at Robinson, real name Stephen Yaxley-Lennon, went viral and received widespread media coverage after it was shared online.
Authorities were trying to prevent protesters from potentially using milkshakes to douse Farage, in the wake of a recent trend in Britain in which opponents have dumped milkshakes on far-right activists.
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A sign posted on the McDonald's window read: "We will not be selling milkshakes or ice creams tonight".
More recently, this week protesters pelted milkshakes toward Mr. Benjamin, a YouTube personality known as Sargon of Akkad, three times in three days.
Police in Scotland told a branch of McDonalds to stop selling ice cream and milkshakes ahead of a Nigel Farage rally. He is now being investigated by police over comments speculating about whether he should rape a female MP. "Have fun. Love BK".
The chain's major competitor, Burger King, took a more lassez-faire approach to the movement after news of the McDonald's ban emerged.
Asked if he was a "kept man" rather than a "man of the people", Mr Farage replies: "I'm fighting a European election campaign, you can bore on with whatever you want to bore on with".
CNN has contacted McDonald's for comment.