Jesy took to social media this week (Monday 14 December) to reveal she was stepping down from the group.
In a statement, Jesy wrote: "To all my Mixers, the past nine years in Little Mix has been the most incredible time of my life. We have achieved things I never thought possible. From winning our first Brit Award to our sold out shows at the O2.
"Making friends and fans all over the world I can't thank you all enough from the bottom of my heart for making me feel like the luckiest girl in the world. You have always been there to support and encourage me and I will never ever forget it.
"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.
"There comes a time in life when we need to reinvest in taking care of ourselves rather than focusing on making other people happy, and I feel like now is the time to begin that process.
"So after much consideration and with a heavy heart, I'm announcing I'm leaving Little Mix."
Jesy continued: "I need to spend some time with the people I love, doing things that make me happy
"I'm ready to embark on a new chapter in my life - I'm not sure what it's going to look like right now, but I hope you'll still be there to support me.
"I want to say thank you to everyone involved in our journey. All the hard work and dedication that went into making us a success.
"To every single fan who came to see us in concert, who listened to our songs and sung their hearts out, sent me messages and supported me along the way I want you to know I love you all so much and I could never have done this without you and I appreciate it endlessly.
"Most of all I want to say thank you to Jade, Perrie and Leigh-Anne for creating some of the most amazing memories I'll never forget. I hope that you'll continue to fulfil all of your dreams and keep on making music that people love. Love Jesy x."
The remaining members of Little Mix - Perrie Edwards, Jade Thirlwall and Leigh-Anne Pinnock - said in their own statement: "After an amazing 9 years together Jesy has made the decision to leave Little Mix. This is an incredibly sad time for all of us but we are fully supportive of Jesy.
"We love her very much and agree that it is so important that she does what is right for her mental health and well-being. We are still very much enjoying our Little Mix journey and the 3 of us are not ready for it to be over.
"We know that Jesy leaving the group is going to be really upsetting news for our fans. We love you guys so much and are so grateful for your loyalty and continued support of all of us. We're looking forward to seeing so many of you on tor."
Little Mix rose to fame as champions of The X Factor in 2011 after being put together on the show by the judges.
They became the first (and still the only girl) group to win the show, mentored by then judge Tulisa.
Their winner's song - a cover of Cannonball - gave the girls their first Number 1.
But their first original hit was Wings which went to the top spot in 2012.
And it was far from a fluke with Little Mix going on to enjoy a further two Number 1 tracks, including 2016 smash Shout Out To My Ex.
As well as their impressive chart record, the group have enjoyed sell out tours and their own TV show.
Last year they were named X Factor's biggest act with a net worth of over £30 million between them.
Earlier this month Little Mix dropped their sixth studio album Confetti which sold just under 50,000 copies in its first week.