The 30-year-old singer – who announced in December 2020 she was leaving the girl band after nine years for the sake of her mental health – is now pursuing a solo career, away from fellow Wings singers Jade Thirlwall, Perrie Edwards and Leigh-Anne Pinnock.
The Boyz singer explained: "I still have my insecurities, I still have my struggles.
"I guess the thing that I'm better with now, is that I see little things now when I do a music video, I'm not looking on the camera and thinking, 'Oh my God, I don't look as skinny as Jade, Anne and Perrie.'
"And that's what I did every single day, and for the first time ever, I did my music video and I enjoyed it. I absolutely loved it and I was like, this is the feeling I should have had the whole time.
"And some people were not supportive of that, and some people are and I'm okay with that. Also, it wasn't nice for Jade, Anne and Perrie to be around when I was so down, they we're living their dream and I wasn't.
"I felt very miserable and trapped and I knew that, that wasn't right."
Nelson is releasing her first solo single Boyz as a collaboration with US popstar Nicki Minaj.
She revealed it was the experience of lockdown that helped her reach her decision that she would be happier working on her own.
The Love Me Like You said: "We never had time to just be by ourselves and the only time I had that was lockdown, and for me, that was when I realised: Okay, this isn't for me anymore...
"And it sounds crazy, because obviously we were in a pandemic and there was awful things going on, but it was the first time I'd felt true peace and happiness, that I hadn't felt in such a long time."
Nelson found fame after being put into Little Mix during the Bootcamp stages of The X Factor in 2011. The group went on to win the TV talent show.
After Nelson announced last year she was leaving, the rest of the group decided to keep working together as a trio.
Nelson revealed she decided to quit after suffering another panic attack while filming the video for their 2020 single Sweet Melody.
Last year she won the National Television Award for for Best Factual Entertainment show for her 2018 BBC documentary about social media trolling, Odd One Out.
In it, she confessed she had tried to kill herself because she was brought to such a low point by online trolls.
Watch: Little Mix fans think new single Cut You Off is a message to Jesy Nelson