Jon Hager said he was leaving March 14 to pursue new opportunities.
"The knowledge and experiences I have gained as executive director of the exchange will prove invaluable in my working career," Hager said in a statement. "I am grateful to the board and the governor for this incredible opportunity to serve Nevadans.
"However, it is time to use my new found knowledge to pursue the opportunities that have been offered to me."
Hager did not immediately respond to requests by The Associated Press for further comment.
Hager has overseen Nevada's health insurance exchange since it was authorized by lawmakers in 2011.
Gov. Brian Sandoval thanked Hager for his service to the state.