Is he the only costume designer to become a director? (Vincente Minnelli was a designer of stage productions.)
Mitchell Leisen, director of many successful dramas at Paramount in the 1940s, had also been a costume designer and art director.
Though many of his films are fairly well regarded now, especially two of Olivia DeHavilland's best films, "Hold Back the Dawn" and "To Each His Own"), it's Billy Wilder's extreme dissatisfaction with Leisen's direction of his and Charles Brackett's scripts that compelled Wilder to ask the studio for the chance to direct, himself (though in later years Wilder allowed that Leisen's work wasn't nearly as bad as he had claimed).
Alfred Hitchcock, of course, had also been an art director.