The singer took to Instagram on Monday (14Dec20) to share the news with fans, explaining she wants to focus on more positive things in her life.
The news comes a day after Little Mix performed as a trio during British TV show "Strictly Come Dancing" and weeks after a representative for the band confirmed Jesy would be taking an "extended break" due to "private medical reasons."
In an interview with the Mail On Sunday's YOU magazine in early November, she said she felt the need for a break from her bandmates, stating, "We're never not with each other and we're always busy. Our mornings start early, we finish really late."
A statement from the band, confirming Nelson's departure, reads, "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."
The existing bandmates, Perrie Edwards, Jade Thirlwall, and Leigh-Anne Pinnock, have also confirmed they plan to continue as a trio, dismissing rumours a full split is just around the corner, adding, "We are still very much enjoying our Little Mix journey and the 3 of us are not ready for it to be over."
During one of her final performances with Little Mix in September this year, Jesy Nelson suffered an anxiety attack. She burst into tears and had to be comforted by her bandmates during their Live Lounge show for BBC.
Before the panic attack, Jesy credited lockdown for giving her a much-needed break from the group. "It was quite nice to have our own space and time, because we never get time to just chill and just do nothing, so that was quite nice," so she explained.