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While the foursome said they initially took the news badly, they insisted that they are back on good terms with Zayn.
"We were angry but it's better now,” Liam said.
“There were parts of this job that Zayn loved, but there were parts he hated. And you can't hate this job at all, or only like some of it. So he had to do what was best for him.
"We wish him the best of luck… No hard feelings."
Louis also addressed with on-going feud with Naughty Boy, who has been working with Zayn in the wake of his departure.
The spat stepped up a gear last week when Zayn publicly called Louis out on Twitter, writing: “Remember when you had a life and stopped making bitchy comments about mine?"
However, Louis claimed that he and his former BFF have made up.
"We are on good terms,” he told James.
"It has all been resolved, I have never have been good at holding my tongue I think I get it from me mum."
The boys also featured in a sketch on the show which saw them playing a rather amusing game of dodgeball.
Check out our video round-up of James Corden's best 'Late Late Show' skits (so far) below...