Jade Thirlwall posted the snap on Instagram ahead of the band's appearance on The Jonathan Ross Show, which they recorded as a trio.
Addressing Nelson's absence, the presenter said: “I just want to explain, because there are three members here of Little Mix, not four.”
Watch: Jade Thirlwall insists Little Mix are a family
“You put out a press release this week to say that Jesy is taking some time off for personal reasons – obviously I hope you know this, and I hope she knows this, but everyone is wishing her well and everyone is hoping that she gets through this.”
He continued: “I am not going to pry. I know it's quite personal, but I hope she is fine.”
Thirlwall, Pinnock and Edwards joined the audience in applauding Nelson before the subject was swiftly changed.
Nelson initially sparked concern among fans earlier this month after it was revealed she would not be attending the final of their BBC One show The Search .
Thirlwall has since reassured fans on an Australian radio show, stating: “Little Mix will never die.”
The band, who found fame when they won The X Factor in 2011, are scheduled to go on tour in April next year.
The Independent called Little Mix’s new album Confetti “a glamorous statement of independence”.