Lee's decision is said to have followed a clash of egos within the Havas agency.
Lee joined Euro RSCG last spring following five years as the chief creative officer at Coca-Cola.
Since Lee moved to Euro, the agency has made a number of high-profile changes to its North American sector. Ron Berger was named the executive chairman, Jose Cabaco came in as the chief creative officer, and Ron Bess was appointed as the chief operating officer.