A Vodafone spokesperson confirmed Shepherd has left the business with immediate effect "to pursue opportunities outside of Vodafone UK", but declined to comment on the nature of his abrupt departure.
Shepherd joined Vodafone as commercial director in January 2006, prior to which he spent six years as customer marketing director at BSkyB and a year as managing director of Sky Interactive.
The role of consumer director will be taken up by Mark Bond, director of strategy, Vodafone UK, until a successor is announced.
Shepherd is credited with brokering Vodafone's Phones 4u deal and the operator's retail redesign.
His departure follows news earlier this month that Vodafone's global brand director David Wheldon is also leaving the company after six years.
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