The singer is said to be wanting to follow in the footsteps of One Direction's Harry Styles, who recently appeared in the Oscar winning Dunkirk.
"Jesy was in a few movies when she was little, and acting is something that she has always dreamed of pursuing," a source spilled this weekend.
They told The Sun newspaper: "She was impressed with the way Harry managed to make his mark on the film world, and would love to be cast in a blockbuster of her own"
However fans of the girl group needn't worry about what it means for Little Mix.
The source continued: “The girls have an agreement in place that anything to do with Little Mix will always come first for them."
“The band is 100 per cent their priority," the insider added, saying Jesy's acting was a "side project" - at least for now.
Last week saw Little Mix announce that their fifth album will be out by the end of the year.
The four piece, made up of Jesy, Perrie Edwards, Jade Thirlwall and Leigh-Anne Pinnock, were put together on The X Factor seven years ago now.
Confirming a new album was on its way, Leigh-Anne said: "We have a new album coming out this year which is really exciting."
The official Little Mix Twitter then confirmed: "It's official...#LM5 is actually in the works... 😮 We're going to be patiently waiting for this one, it's going to be an absolute dream! 😍 LM HQ x"
Little Mix's new album doesn't have a release date yet but the girls' past four records have all been out in November.
Their new release will be a follow up to Glory Days, which went to Number 1 in 2016 and has since sold almost a million copies, certified three-times platinum.