DAKAR, Senegal—A third African country, Gambia, says it will leave the International Criminal Court as fears grow of a mass pullout from the body that pursues some of the world’s worst atrocities.

Gambia announced the decision on television Tuesday night, accusing the court of unfairly targeting Africa and calling it the “International Caucasian Court for the persecution and humiliation of people of color, especially Africans.”

The...