Arnell will now be represented in the UK by Serious Pictures, the production company founded by Donnie Masters, to which he signed in the US in October.
The move will see Arnell return to directing both music promos and commercials after a 16-month spell focusing on ads.
Arnell joined Sonny in September after almost a year at Blink Productions, where he directed an O2 spot for VCCP and a Carlsberg ad for Saatchi & Saatchi.
He was previously at Pagan Films, where he worked on music promos and directed videos for Robbie Williams, including his hit single Angels.
Arnell was also a director at the now-defunct Godman, where he directed the award-winning Levi's "creek" spot for Bartle Bogle Hegarty, Stella Artois' "red shoes" and "good Samaritan" for Lowe.
Arnell said: "When I met Donnie, it all seemed to click. I feel Donnie and Serious share the same philosophy as I do."