Most of us have a non-compete and confidentiality clause in the contract reminding employees that the data they work with is confidential and not to be taken outside of the company (if you don’t, give me a call!).
However, if you do have an ex-employee who you discover has taken your client data to a rival company or to set up on their own behalf, then an effective way to deal with it – especially with the GDPR (General Data Protection Regulation 2018) now in place – is to report the breach to the Information Commissioner’s Office (ICO), who will enforce the regulations.
You could try a civil prosecution against them, but that will cost a lot in legal fees and you would have to prove a loss. Much better to leave it to the ICO.