Lund, who has headed up the COI for two years, is leaving to launch a new venture in the private sector.
Lund said: ‘I am proud of what we have achieved in the past two years, but I can’t escape the fact that I am at heart someone who wants to run their own business more than anything else.
‘I would like to thank all COI staff for the creativity, professionalism and support they have shown me.’
Minister for the Cabinet Office Francis Maude said: ‘Mark has done an excellent job as COI chief executive and his skills will be missed in Government. I wish him the best of luck with his new venture.’
Work is now under way to recruit Lund’s successor.