The retailer confirmed that Pilling, who was its longest-serving marketing director, left last week. He will not be replaced directly, but brand director Richard Hodgson will take on his responsibilities under the new title of brand and marketing director. Hodgson will report to Asda chief operating officer David Cheesewright.
An Asda spokeswoman said Pilling had left as 'he felt it was time for a change'.
His departure is unlikely to affect Asda's relationship with Publicis, which handles its £38m advertising work.
Pilling joined Asda in 2002 from Telewest, where he was marketing director.
He was responsible for signing Sharon Osbourne to be the face of Asda's advertising. However, the campaign was halted after just seven TV ads.
Asda has been under increased pressure from a resurgent Sainsbury's, which is closing in on its spot as the second-biggest supermarket.
Asda's market share for the 12 weeks to 1 January was 16.7%, compared with Sainsbury's 16.2%, according to TNS. At the present rate of change, Asda could lose its position within six months.