Stokes joins ZenithOptimedia as its business director. He will also run the agency's Lexus business and oversee communications planning activity for other agency clients.
Stokes, the former head of strategic planning at Yahoo!, has held the position of managing director at Sherlock since he helped to launch the business last October.
He said: "Sherlock is a great idea but we were finding it hard to get traction with clients. They were receptive but getting them to pay for ideas was tricky.
"Shop is a great brand and I was working with a great bunch of people, but I just felt I was away from my natural habitat."
Shop, which rebranded in February from its former name of Campbell Doyle Dye, will continue to run Sherlock as a joint venture with PHD.
Stokes is returning to a media agency world with which he is familiar, having worked at Initiative Media and Western International Media before joining Yahoo!
He said that his experience from Yahoo! would "help drive the Lexus business forward into the digital age".