The star said constant comparisons to her bandmates took a toll on her mental health, prompting her decision to quit.
"I was bigger than the other three, and there's never really been that in a girl group," Nelson told Cosmopolitan. "I was classed as the obese, fat one."
Looking back, she said: "I can't believe how miserable I was."
The situation came to a head on the set of the Sweet Melody music video last year.
"We'd been in lockdown, and [that had been] the first time I could have a break and be at home around people that I love," she recalled.
"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. I had anxiety."
With the music video looming on the horizon, Nelson remembered panicking and going on an extreme diet.
On the day of the shoot, she suffered a panic attack and "broke down" 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".
Nelson is missing from one of the video's scenes because she had been "sobbing in the dressing room", she told Cosmopolitan.
"I looked at the other three and they were having the time of their life," she continued. "I get so jealous, because I want to feel like that and enjoy it, because music is my passion. To have this dream and not be enjoying it because of what I look like, I knew wasn't normal."
After the shoot, Nelson missed several engagements with the band - including the final of their BBC One talent show Little Mix The Search, and the MTV Europe Music Awards, which her bandmates hosted as a trio.
At the time, the official line was that the 29-year-old was taking an "extended" break for "private medical reasons".
However, on 14 December, the singer broke the news that she had left the band on her Instagram page.
In her statement, Nelson said she had made her decision "after much consideration and with a heavy heart", but felt it was necessary to protect her mental health.
"I find the constant pressure of being in a girl group and living up to expectations very hard," she explained.
Her former bandmates said Nelson had their full support, while acknowledging it was "an incredibly sad time" for their fans.
"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," they said in a statement.
Nelson had previously won widespread praise for discussing her mental health battle on the BBC Three documentary Jesy Nelson: Odd One Out.
The documentary, which won a National Television Award, addressed body image and the impact of online bullying.
The star told Cosmpolitan she was working on a second documentary, as well as a solo music career, but did not divulge any further details.
Little Mix have continued as a trio, announcing a tour for 2022, and releasing a new single, Confetti, last week.
Band member Leigh-Ann Pinnock also confirmed she was pregnant with her first child on Tuesday.
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