National Express has been the official transport sponsor of the England team and the FA Cup for the past three years but its deal expires after the World Cup.
The decision will put pressure on the coffers of the FA as it comes just months after energy company E.ON decided not to renew its FA Cup sponsorship deal.
The FA is currently looking for a replacement for E.ON for the £7.5m a year deal.
The latest move comes at a critical time for the FA, which has not yet tied up an extension of Nationwide's main England sponsorship deal, also ending this year.
The FA has renewed lower value deals with Umbro and Carlsberg. A new agreement has also been signed with Virgin Atlantic.
The announcement by National Express was made yesterday (Wednesday) at the company's annual general meeting.
National Express said that it would focus its attention on its sponsorship of Wembley Stadium.
Paul Bunting, managing director of National Express coach, said: "We look forward to continuing our relationship with FA through our work with Wembley Stadium. We are proud sponsor of the England team and will be supporting the team until we hopefully bring the World Cup home!"
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