The 44-year-old took on his first managerial job on 11 February and was only in charge of the League Two club for seven games, winning one.
Scholes said in a statement that he had decided to resign with "great regret".
"It unfortunately became clear that I would not be able to operate as I intended and was led to believe prior to taking on the role," he continued.
Scholes took over with the Latics 14th in the table, nine points off the play-offs, and leaves with them in the same position.
He began his reign with a 4-1 win over Yeovil Town, but three draws and two defeats followed prior to his final match, a 2-0 defeat by league leaders Lincoln City on Tuesday.
"I hoped to, at the very least, see out my initial term of 18 months as the manager of a club I've supported all my life," he said.
"The fans, players, my friends and family all knew how proud and excited I was to take this role.
"I wish the fans, the players and the staff - who have been tremendous - all the best for the rest of the season and will continue to watch and support the club as a fan."