The Okolona native has held the title since January 2010.
In an emailed statement to the Daily Journal, she said she is leaving to explore a new opportunity. Her last day is June 15.
She has been with MDA for 20 years and nine months.
It's unclear who will fill the position. MDA's tourism spokeswoman, Jennifer Spann, said Thursday that there have been no official announcements made about Wilkerson's departure.
Wilkerson on Thursday morning emailed her news to state tourism industry leaders.
"I am extremely grateful for the rewarding career I have had with this agency," she wrote in the email.
"The people of the Mississippi travel and tourism industry are absolutely amazing."
Neal McCoy, executive director of the Tupelo Convention and Visitors Bureau and president of the Mississippi Tourism Association, said he was sad to hear of Wilkerson's upcoming departure.
"I'm just not OK with it," he said Thursday. "She's been amazing. She's been fantastic. She's been a true visionary and moved our industry so far ahead. ... You will not find anyone in this industry who was not a supporter of Mary Beth Wilkerson or a fan of her."