McKie leaves the organisation with immediate effect after six years.
He will be replaced on an interim basis by senior non-executive director and former international Jock Millican during the recruitment process for McKie's successor.
The SRU last week denied reports of a power struggle within the organisation. A board meeting was held on June 9 amid claims that McKie had been under pressure from members over the direction of Scottish rugby, particularly over the decision to freeze the playing budgets of Magners League side's Glasgow and Edinburgh.
However, the SRU had insisted there was unity among the 11 board members.
On his departure, McKie said: "It has been a tremendous privilege for me to be appointed to lead the management team that has served the interests of Scottish Rugby over the last six years and I particularly want to thank them for supporting me.
"I will look back on my time at Murrayfield with a real sense of pride as much has been achieved since the dark days of 2005.
"I very much appreciated the Board's recent unanimous vote of confidence in the executive management team, and I take this opportunity to thank them for their continued support.
"However, from a personal perspective, I instigated discussions last weekend after considering matters with my family, as the time is right for me to leave Scottish Rugby and move on to fresh challenges.
"As a long standing supporter, I will always retain a great interest in rugby in Scotland and I wish my successor and all those associated with the game every success in tackling the challenges that lie ahead."
The news was confirmed in a statement by chairman of the Scottish Rugby Board, Allan Munro.
He said: "Gordon has provided great leadership, accountability, stability and transformed Scottish Rugby in the past six years.
"He has achieved a great deal during his time as chief executive and, on behalf of the Board and the staff, we thank him sincerely for his extensive efforts in leading the development of our sport at all levels and rebuilding our reputation amongst many of our key stakeholders.
"Specifically, since his appointment in August 2005, we have made great progress under his stewardship and enjoyed some significant highs in recent years, including the growth in the number of people playing the game, achieving our highest ever world ranking position of sixth, enjoying notable wins at home and abroad for our national team and securing strong partnerships with sponsors and public sector partners.
"Gordon has demonstrated a willingness and an ability to support the Board in the implementation of tough decisions that required to be made in the best interests of the game.
"Unlike 2005, when Scottish Rugby was close to insolvency, he leaves behind a solid platform and a stable financial base with significantly reduced debt, from which the next phase of developing the game in Scotland can be launched.
"We are determined to continuously develop our sport both on and off the field and will now start our search for a new chief executive.
"In the interim, I have asked our senior non-executive director and former international, Jock Millican, to take up the position of interim chief executive during the recruitment process.
"Jock has a wealth of business and rugby experience and, with the continued support of our committed staff, is ideally placed to take up this interim position."
Millican said: "Gordon has done a great job at Scottish Rugby and I wish him success in his next challenge.
"I will be working closely with the staff to ensure that the transition to a new chief executive is as seamless as possible.
"The recruitment process has already started and we will look to conclude this as swiftly as possible."
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