If you already work for the employer who rejected your application, you can raise the issue with them. It's best to do this informally at first.
Getting help
You can contact the Acas helpline to discuss your options.
If you've tried all options without success and believe your employer broke the law, you might be able to make a claim to an employment tribunal.
Constructive dismissal
If you've been working for the employer for at least 2 years you might, in rare circumstances, be able to claim 'constructive dismissal'. This is when you feel forced to leave your job because of a decision your employer has made.
Constructive dismissal can be a difficult claim to win at an employment tribunal.
You might want to get legal advice before resigning or making a claim.