Marseille boss Marcelo Bielsa announced his resignation minutes after their opening-day Ligue 1 defeat by Caen.
The 60-year-old, who was linked to the vacant Mexico job this week, was just starting his second campaign in charge, having finished fourth last season.
He handed his letter of resignation to the club's president before announcing the decision in a news conference.
"I have finished my work here, I will return to my country," the Argentine, who had not told his players, said.
Caen won the match 1-0 with Andy Delort, a summer signing from Wigan, scoring in the 27th minute,
Bielsa managed several clubs in Latin America before spells as manager of Espanyol, Argentina, Chile and Athletic Bilbao.