
The Welsh coach announced that he was quitting due to "profound differences" with the club's controversial new president, Inaki Badiola.
In his impromptu press conference in San Sebastian, Coleman would not go into details about these differences. He was accompanied by his assistant Steve Kean, who has also resigned.
It is understood by the Spanish media that Coleman is annoyed by the way that Badiola sacked Salva Iriarte - the man who brought him to San Sebastian six months ago - as the club's sporting director last week.
Coleman has agreed to forego any money owed to him by the club on his contract, which runs until June 2010.
Sociedad - who were Liga champions in 1991 and 1992 - were relegated last June. They are currently fifth in the second division - and now without a coach.
DPA