The decision came about "after a long discussion between Jonghyun and the staff... it's disappointing, but due to SHINee's Japanese and North American tours coming up, he decided to leave." 

Jonghyun began DJ-ing for 'Blue Night' on February 3, 2014, and celebrated his 3rd anniversary with the broadcast this past February 3. The MBC staff also added, "Jonghyun loves radios more than anyone. He has such great responsibility that he never once complained about fatigue throughout the past 3 years, and said that 'the radio helps him de-stress'. We believe that he will return to radio broadcasts in the future, and that he is leaving temporarily in order to dedicate himself to his main career as a singer." 

His final broadcast will be April 2. It's uncertain who will fill in for him as of yet.