Zuckerberg said Cox first mentioned he might leave a few years ago, but chose to stay on after 2016 as evidence emerged that Russians had manipulated Facebook's services to provoke discord in the USA and influence the election won by President Donald Trump.
Chris Cox, Facebook's VP of Product, and Chris Daniels, who has lead WhatsApp since the departure of founder Jan Koum, are both leaving the company.
The surprise exits come after Zuckerberg announced last week that the company aims to focus less on public posts and more on private conversations across its Facebook, Instagram and WhatsApp apps. These apps have been distinct until recently, when Zuckerberg announced plans to unify them under with a new focus on privacy.
Cox joined Facebook in 2005 and is largely responsible for the News Feed, one of Facebook's foundational features. Daniels will be replaced by Will Cathcart as the head of WhatsApp, however.
Cox and Daniels are among a string of executives who've left Facebook since 2017.
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"As Mark has outlined, we are turning a new page in our product direction", Cox wrote in a statement. "This will be a big project and we will need leaders who are excited to see the new direction through", he said in a Facebook post on Thursday.
He said the new head of the Facebook-owned application would be Fidji Simo, who was previously in charge of video, games and monetization at Facebook.
Perhaps more than anyone else at Facebook - even more than COO Sheryl Sandberg - Cox was a sounding board for Zuckerberg on product ideas.
Daniels has been at Facebook almost nine years, and previously led the company's Internet.org effort, a project aimed at bringing internet access to developing countries.
The departures follow the resignations of Instagram founders Kevin Systrom and Mike Krieger and WhatsApp's co-founder Jan Koum a year ago.
It also comes after an unprecedented global outage this week for Facebook and its other applications affecting millions of users, believed to be the worst ever for the network.