Nelson has been poached by the British Airports Authority to be its retail director and will join in autumn. He will replace Brian Collie, who resigned in March without a job to go to.
Nelson was promoted from Sainsbury's trading director to marketing director last May.
Sainsbury's said that it had not started looking for a replacement yet and that he would remain in place until the summer.
Prior to joining Sainsbury's, Nelson held a number of roles at Diageo including managing director of Guinness Great Britain and President of Diageo (North America) South West.
Since Nelson's appointment, Sainsbury's chief executive Justin King has strengthened the marketing department with the hiring of Helen Buck, the former Marks & Spencer head of marketing as director of brand communications.
Buck, who reported to Nelson, has been responsible for the retailer's agency roster and was heavily involved in the recent pitch for its £45m business, which incumbent Abbott Mead Vickers BBDO won after a final shootout against WPP's JWT.
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