No reason has been given for the split.
Gilbert, who was not in Seville with Roddick for the Davis Cup final against Spain a week ago, seemed surprised by the player's decision.
"While I believe there is still a great deal of work to be done, Andy clearly does not feel that way," Gilbert said on his website.
"I have enjoyed all of my time with Andy. He has been a great student of the game during the time that we worked together and I am very proud of the results that were achieved.
"I
After losing in the 2003 French Open first round, Roddick parted with long-time coach Tarik Benhabiles and replaced him with Gilbert, who had helped Andre Agassi resurrect his career.
The rewards were instant. Under Benhabiles, Roddick had won one title in 2003. After appointing Gilbert, he won another five titles including the U.S. Open.
Roddick is not believed to have lined up a replacement for Gilbert.
Runaway world number one Swiss Roger Federer won three of this year's four grand slam titles without having a coach.