Moore - who is working out his notice period - is understood to be considering launching a start-up or a consultancy service for clients. He has ruled out joining another established agency.
Moore began his career in direct marketing 15 years ago at OptionOne, part of GGT Advertising, where he remained for eight years before moving to Clark Hooper as its executive creative director. In 2001, he became the creative director when it merged with BHWG to form Proximity London.
Over the past year, Moore has been running the agency's creative department while the agency's other creative director, Caitlin Ryan, has been on maternity leave.
Proximity's chief executive, Chris Thomas, said: "Warren is a terrific guy and I wish him the best of luck. He leaves behind him a strong team in the capable hands of Caitlin."
Moore's is the latest in a string of resignations at the agency after a change of management when its founding partners Chris Barraclough, Simon Hall and Shona Forster quit last year.
Thomas has moved swiftly to strengthen the agency's management team since he joined last year, appointing the Heresy founding partner Tim Patten as the managing partner and the former MRM Partners' managing director Amanda Phillips as the business development director.
Thomas said he had not yet decided whether he will find a direct replacement for Moore and that, for the foreseeable future, the creative department would continue to be run by Ryan.