Put this processing script to the appropiate director (in my case it's "C:\Users\Kay\.qgis2\processing\scripts") to make it work. Then it will be easily accessible from your processing toolbox.
##[User scripts]=group
##input=vector
##class_field=field input
##output=output file
from qgis.core import *
from PyQt4.QtCore import *
from processing.core.VectorWriter import VectorWriter
layer = processing.getObject(input)
provider = layer.dataProvider()
fields = provider.fields()
class_field_index = layer.fieldNameIndex(class_field)
fields.remove( class_field_index )
inFeat = QgsFeature()
outFeat = QgsFeature()
inGeom = QgsGeometry()
nElement = 0
writers = {}
feats = processing.features(layer)
nFeat = len(feats)
for inFeat in feats:
progress.setPercentage(int(100 * nElement / nFeat))
nElement += 1
featAttr = inFeat.attributes()
classField = featAttr[class_field_index]
if classField not in writers:
outputFile = output + '_' + classField + '.shp'
writers[classField] = VectorWriter(outputFile, None, fields, provider.geometryType(), layer.crs())
inGeom = inFeat.geometry()
outFeat.setGeometry(inGeom)
del featAttr[class_field_index]
outFeat.setAttributes(featAttr)
writers[classField].addFeature(outFeat)
for writer in writers.values():
del writer