His departure follows the appointment of the former Lowe chief executive Chris Thomas as the chief executive of Proximity London in July.
Hall, one of the leading figures in the direct-marketing industry after founding Barraclough Hall Woolston Gray in 1991, is leaving the agency to work on the launch of a new project.
After founding BHWG, Hall oversaw its acquisition by Abbott Mead Vickers BBDO. Following AMV's acquisition by Omnicom, he worked on the launch of the global Proximity network for Omnicom.
After deciding to leave, Hall tendered his resignation to the AMV chairman Michael Baulk in January but agreed to honour a one-year contract. His departure from the agency he founded follows that of the co-founder and creative director Chris Barraclough earlier this year.
Hall said: "After going on a sailing trip last November I realised I had a choice and decided to resign. I'm keeping shtum on what I do next but I'm too young to retire."