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The 29-year-old singer – who announced in December 2020 she was leaving the girl band after nine years – said she had never said she was quitting the spotlight, simply that being in the globally successful group was too much pressure.
Nelson told Cosmopolitan magazine in her first interview since she quit: “I feel like there’s been a few people who don’t understand why I left Little Mix but am now in the studio making music. A lot of people said, ‘I thought you came out of the band to focus on your mental health?’
Watch: Jesy Nelson supported by Liam Payne and Rag'n'Bone Man after she quit Little Mix
“I never said when I put out my statement, that I was coming out of the band to never be in the public eye, perform again or do music. I said I was coming out of the band because I genuinely couldn’t deal with the pressure of being in a girl band.
The performer added that creating music is good for her mental health, and that she has to do what makes her happy.
The Love Me Like You singer found fame after being put into Little Mix – along with Jade Thirlwall, Perrie Edwards and Leigh-Anne Pinnock – 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.
She said in her statement at the time: "The truth is recently being in the band has really taken a toll on my mental health. I find the constant pressure of being in a girl group and living up to expectations very hard...
"I need to spend some time with the people I love, doing things that make me happy."
Nelson revealed she decided to quit after suffering yet another panic attack while filming the video for their 2020 single Sweet Melody.
She said: “There’s a scene in Sweet Melody I’m not in because that’s when I had a panic attack and broke down. I was like, ‘I just want to go home.’"
She has spoken in the past about the online abuse she has received from trolls on social media, and the knock-on effects on her mental health.
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.
Read the full interview in the June issue of Cosmopolitan, on sale 6 May, 2021.
Watch: Jesy Nelson can pinpoint the moment she decided to quit Little Mix