A crowd of well-wishers gathered to wave Nick Poole off on his journey, in his 18-and-a-half-foot Drascombe Lugger open boat.
Mr Poole (54) will first be heading to Paimpol in Brittany and over the next two months will sail around France to Spain and Portugal, before finishing in Gibraltar.
His son, Ben, died last summer at the age of 28 while on a training course to be part of the elite Special Boat Service.
Mr Poole, who is a director at Mossack, Fonseca & Co, is carrying out the trip as part of the Challenge4Ben campaign, which the family have organised to encourage people of all ages to undertake demanding personal challenges that require commitment, courage and stamina. The appeal is raising money for Jersey Hospice Care and Help for Heroes.
Throughout his journey, Mr Poole will be followed closely by fellow sailor James Crill in his support boat.
He has decided to carry out this particular challenge because the Royal Marines helped to capture Gibraltar in 1704 and it features on their famous cap badge.
A shore team will be following Mr Poole on land in a camper van. He had initially hoped that a member of the public would donate a van, but after an unsuccessful appeal he bought one himself, which he plans to sell-on after his challenge.
