But that quickly turned to support when the 29-year-old revealed the reasons behind her exit.
It's not to start a solo career or because of a fallout - instead, she told fans, being part of the pop group had "taken a toll on my mental health".
For fans like Chloe Morgan, it's openness like that about her personal issues which makes Jesy "an inspiration".
"For someone in the public eye to speak up about it, the awful things she's dealt with and how it affected her, it shows she's a normal person," the 22-year-old tells Radio 1 Newsbeat.
"We don't always see celebrities as a normal person."
Breaking down barriers
As a teenager, Chloe had moments when she felt "too uncomfortable" to speak about her own mental health problems.
She feels Jesy helps to break a stigma around the subject.
"The more I see people speaking up, it makes me feel like I should speak about it and encourage others to do so as well.
"Jesy has helped to break down those barriers and she should be so proud of that. It's helped - and is going to help - so many people."
And Jesy's impact isn't limited to the UK.
US fan Sabian Lucas says Jesy's Odd One Out documentary on BBC Three "made waves and inspired people across the world of all ages".
In the doc, Jesy revealed how comments from trolls had led her to attempt suicide.
"It showed people they are not alone and we can get through it, be strong - and it's OK to not be OK," the 22-year-old from Kansas City says.
'She taught me self-love'
Sabian says Jesy and Little Mix have helped her when she lost both her grandmothers and struggled with an eating disorder.
"She's one of my biggest inspirations and has taught me self-love, and how to be confident and strong."
In 2017 Sabian met Jesy walking around her hometown, and was able to thank the singer in person for helping her get through her problems.
"She was like 'you're so cute, give me a cuddle'. She's such an incredible person, so full of love and light."
Jesy's genuineness is what stands out for Chloe.
"Throughout my teens and now, I've grown to be myself and be proud of that," she says.
"I've struggled with that and it takes a lot of work so I think Jesy really inspires me, is her real authentic self and comes across as so genuine."
Hearing about the hate and abuse Jesy has been the victim of over the years makes Chloe "angry and upset".
"I cried hearing about it because it breaks my heart what she's been through."
'It sends a message'
Despite the sadness of Jesy is leaving Little Mix, fans are happy she is putting herself first.
In her statement, Jesy said: "I need to spend some time with the people I love, doing things that make me happy."
Ashton Braithwaite says her decision has the power to start a conversation.
"I think it sends a message out that even if you are successful, mental health is still important and we are all human at the end of the day," the 27-year-old says.
"People may be going through the same things as her, and might want to speak out about it. And not suffer in silence like she did."
"It's powerful and brave to do it."
Jesy's decision shows the power of mental health to Ashton - and he says she has inspired him to speak to people more about how they are feeling.
"People suffer in silence and you're not always aware what they are going through."
"So it's better to be sympathetic to someone and reach out if someone is acting differently. Speak to your friends more and ask them how they are doing."
Sabian adds leaving the group can't have been an easy decision "because she loves the girls and being in Little Mix more than anything".
"For her to leave to focus on her own mental health, happiness and peace is very strong and I hope she knows that we see that and that we are behind her 100%."
December 15, 2020 at 09:57PM
https://www.bbc.com/news/newsbeat-55276440
Jesy Nelson: Little Mix fans back her 'powerful and brave' decision - BBC News
https://news.google.com/search?q=little&hl=en-US&gl=US&ceid=US:en
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