Kershaw joined Costain four years ago from KPMG where she was managing director of KPMG’s Infrastructure Advisory Group.
She joined Costain’s main board bringing what the firm said was a strong track record for driving complex, high-profile transport and construction programmes to delivery.
With immediate effect, her role will be filled on an interim basis by group commercial director David Taylor.
Taylor has previously held the job of managing director of the Natural Resources Division, also in an interim capacity.
A Costain spokesperson said: “After nearly four years, Sue Kershaw has decided to leave Costain.
“Sue has played an important role in supporting Costain’s biggest customers, professionally overseeing projects across the division as well as our role in the HS2 joint venture.
“She has championed key areas such as delivery partnering, design management, progressive assurance, and integrated transport.”
Costain said it would announce a permanent replacement as soon as possible.