At the EDC-owned creative agency, Thompson has worked on campaigns for clients including Vision Express, Public Health England, the Barclays Premier League and Enterprise Rent-A-Car.
He most recently directed a film for Dare's new client Formula E.
Thompson returned to the UK to join Dare in June 2013 after seven years in Amsterdam in roles including global creative director on BMW and DHL at 180 Amsterdam and executive creative director at Arnold Worldwide.
Before moving abroad, Thompson worked at Wieden & Kennedy in London on clients such as Honda. He created work including the Cannes Lions Grand Prix-winning "grrr".
Thompson said: "My time with Dare has been a wonderful experience. The people, the clients and the work we’ve been able to produce together have made me hugely proud.
"It's now time for me to pursue a personal dream and start a new venture that marries film narrative and digital experience. I wish them all the very best and will watch their progress with great interest."
Dare is expected to confirm the new make-up of its creative leadership shortly.
Leigh Thomas, the chief executive, said: "Sean has been a brilliant partner and without doubt has raised the creative standard at Dare. We can’t thank him enough for the effort he has put in.
"He is a spectacular talent and we are very much looking forward to seeing his contributions to the world of film, where we have every confidence he will be every bit as successful."