The singer originally rose to fame on the ITV singing show as part of the girl group before stepping down from the band in 2020.
She told her fans at the time: "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."
Now in a new interview with Cosmopolitan magazine, Jesy has shared all on the reasons behind her exit.
"The last music video we did was the breaking point," she recalled. "We’d been in lockdown, and it was the first time I could have a break and be at home around people that I love.
"It was the happiest I’d ever felt and I didn’t realise that until I went back to work. I immediately became a different person."
Jesy went on to explain: “On the day of the Sweet Melody video I had a panic attack on set because I didn’t look how I wanted to look and I found it so hard to just be happy and enjoy myself.
"I was sobbing in the dressing room. Someone really close to me said, 'This has got to stop. You can’t keep doing this to yourself. You’re going to end up where you were before.'
"For me that was the pinnacle point. I was like, 'I need to start taking care of myself now because this isn’t healthy.' It wasn’t nice for the other three to be around someone who didn’t want to be there."
Since leaving the group Jesy has been in the studio working on her own music, regularly updating fans with posts on Instagram.
Responding to criticism of her decision to continue with her singing career, Jesy said: "A lot of people said, 'I thought you came out of the band to focus on your mental health?'
"For people to think that I would just stop working completely is crazy because me working on my mental health is going to the studio, and creating music that I love. That’s what clears my head and makes me happy. It's good for my mental health.
"I need to do things that make me happy now and people might think that’s selfish but sometimes in life you have to put yourself first, you have to love yourself, you’ve got to do what makes you happy."
Jesy concluded: "I didn’t know that I could be this happy. I thought when I was in the group that it was just normal to feel that way. And because I’d felt like that for ten years I just thought, ‘this is life.’ Since I’ve left, I feel free."
The full interview appears in the June issue of Cosmopolitan on sale from 6 May.
Picture Shows: Jesy Nelson - (C) BBC - Photographer: Zoe McConnell