Chris Daniels, who leads encrypted messaging app WhatsApp, will also depart Facebook, Zuckerberg wrote in a post announcing the news Thursday.
It isn't clear what future plans the executives have. Zuckerberg wrote that Cox considered leaving years ago to pursue new projects, but he decided to stay in 2016, around the time Facebook began taking heat for acting as a conduit for misinformation and Russian election interference.
Zuckerberg phrased that more delicately, noting that "We both realized we had too much important work to do to improve our products for society."
Cox joined 13 years ago and helped create Facebook's News Feed feature. Less than a year ago, he was put in charge of all of Facebook's apps, including its flagship social media site as well as Instagram, WhatsApp and Messenger.
The news of Cox's departure comes a week after Zuckerberg announced a new "privacy-focused" mission for Facebook that will emphasize private messaging over public sharing. Many of the changes Zuckerberg outlined involve duplicating some of WhatsApp's features in Facebook's other messaging apps.
Daniels has been at Facebook nearly nine years, and previously led the company's Internet.org effort, a project aimed at bringing internet access to developing countries. He was named the head of WhatsApp less than a year ago.
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