In a lengthy statement posted to her Instagram on Monday, Nelson, 29, opened up about her decision to leave Little Mix, sharing that her time in the UK-based band "has really taken a toll on" her mental health.
"The past nine years in Little Mix has been the most incredible time of my life," the singer began. "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."
"So after much consideration and with a heavy heart, I'm announcing I'm leaving Little Mix," she added.
She wrote, "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," Nelson concluded. "I hope that you'll continue to fulfill all of your dreams and keep making music that people love."
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Little Mix -- which was formed on the UK edition of "The X Factor" back in 2011 -- also announced Nelson's departure on their Twitter account.
"After an amazing 9 years together Jesy has made the decision to leave Little Mix," the statement began. "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," it continued. "We are still very much enjoying our Little Mix journey and the 3 of us are not ready for it to be over."
Little Mix added, "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 tour," the statement concluded. "Love always, Jade, Perrie and Leigh-Anne xxx."
The news of Nelson's exit came less than a month after it was reported that the UK singer would be taking time off from the band due to "private medical reasons."
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.