Barack Obama, the US president, praised Blair's "remarkable record of service to the United States" in a statement. And Leon Panetta, the CIA director, said Blair "deserves the gratitude of the intelligence community".
But neither statement offered any explanation for Blair's departure.
Intelligence agencies in the US have been blamed for a number of recent intelligence failures, including the failed Christmas Day airplane bombing plotlast year and last month's failed car bombingin New York's Times Square.
Blair's office was created following the September 11 attacks to improve co-ordination between the 16 intelligence agenciesin the US.
Critics say that mission is still unfulfilled. A US Senate intelligence committee report on the Christmas Day bombing plot, released last week, identified a number of intelligence-sharing failures.
Blair acknowledged in a statement that "institutional and technological barriers remain" to sharing information.
Blair also reportedly clashed with several other high-level intelligence officials, including Panetta and John Brennan, Obama's top counterterrorism adviser.
In November, Blair sought the authority to appoint top US intelligence officials in individual countries, a power typically reserved for the CIA director. Brennan sided with Panetta, and Blair eventually backed down.
White House officials say Obama has already interviewed several candidates to replace Blair.